+22.3%
DBX vs WST
+294.6%
-272.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -0.5% | -3.1% | +2.7% | +0.2% |
| 3M | +28.1% | +7.2% | +20.8% | +25.5% |
| 6M | +33.1% | +36.8% | -3.7% | +21.8% |
| YTD | +25.3% | +23.8% | +1.4% | +17.4% |
| 1Y | +18.3% | +37.8% | -19.4% | +7.2% |
| 3Y | +25.0% | -15.9% | +40.9% | +22.6% |
| 5Y | +7.5% | -25.8% | +33.4% | +9.0% |
| All | +22.3% | +294.6% | -272.3% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling