+21.5%
DBX vs WTW
+127.1%
-105.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.6% | +5.9% | +3.6% |
| 7D | +0.3% | -7.1% | +7.4% | +3.0% |
| 30D | 0.0% | -8.5% | +8.5% | +3.3% |
| 3M | +26.1% | +20.6% | +5.5% | +17.1% |
| 6M | +29.4% | +7.2% | +22.1% | +24.9% |
| YTD | +24.4% | -3.9% | +28.3% | +24.4% |
| 1Y | +10.9% | -3.6% | +14.5% | +10.6% |
| 3Y | +24.1% | +60.7% | -36.6% | -1.1% |
| 5Y | +7.8% | +42.2% | -34.4% | -10.5% |
| All | +21.5% | +127.1% | -105.7% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling