+22.3%
DBX vs WSM
+978.1%
-955.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.0% |
| 7D | -2.4% | -3.3% | +0.8% | -1.6% |
| 30D | -0.5% | -8.4% | +7.9% | +1.7% |
| 3M | +28.1% | +9.7% | +18.4% | +24.6% |
| 6M | +33.1% | +16.7% | +16.4% | +26.8% |
| YTD | +25.3% | +28.7% | -3.4% | +15.9% |
| 1Y | +18.3% | +13.7% | +4.7% | +12.8% |
| 3Y | +25.0% | +230.1% | -205.1% | -16.9% |
| 5Y | +7.5% | +179.0% | -171.4% | -28.1% |
| All | +22.3% | +978.1% | -955.8% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling