+10.3%
DBX vs WSM
+34.6%
-24.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -5.9% | +5.1% | -11.0% | -5.8% |
| 3M | -6.7% | +5.1% | -11.8% | -6.5% |
| 6M | +28.0% | +48.6% | -20.6% | +28.9% |
| YTD | +20.6% | +44.2% | -23.6% | +27.9% |
| 1Y | +10.3% | +38.1% | -27.8% | +16.3% |
| All | +10.3% | +34.6% | -24.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling