+23.1%
DBX vs WSM
+960.6%
-937.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -1.8% | +0.4% | -2.3% | -2.0% |
| 30D | +2.8% | -10.7% | +13.6% | +5.8% |
| 3M | +26.8% | +8.5% | +18.3% | +23.8% |
| 6M | +32.8% | +19.6% | +13.1% | +25.7% |
| YTD | +26.1% | +26.6% | -0.5% | +17.1% |
| 1Y | +14.1% | +12.0% | +2.2% | +9.2% |
| 3Y | +25.7% | +226.6% | -200.9% | -16.2% |
| 5Y | +11.2% | +174.1% | -163.0% | -25.3% |
| All | +23.1% | +960.6% | -937.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling