+10.4%
DBX vs WST
-25.7%
+36.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -0.5% | -3.1% | +2.7% | 0.0% |
| 3M | +28.1% | +7.2% | +20.8% | +26.3% |
| 6M | +33.1% | +36.8% | -3.7% | +25.3% |
| YTD | +25.3% | +23.8% | +1.4% | +19.9% |
| 1Y | +18.3% | +37.8% | -19.4% | +10.6% |
| 3Y | +25.0% | -15.9% | +40.9% | +25.9% |
| All | +10.4% | -25.7% | +36.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling