+12.2%
DBX vs WTW
+41.9%
-29.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -1.8% | -7.8% | +6.0% | +1.5% |
| 30D | +2.8% | -7.9% | +10.7% | +6.3% |
| 3M | +26.8% | +19.9% | +6.8% | +16.8% |
| 6M | +32.8% | +9.8% | +23.0% | +26.1% |
| YTD | +26.1% | -3.3% | +29.4% | +25.7% |
| 1Y | +14.1% | -3.3% | +17.4% | +13.5% |
| 3Y | +25.7% | +61.5% | -35.8% | -8.5% |
| All | +12.2% | +41.9% | -29.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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