+7.8%
DBX vs WWD
+191.3%
-183.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.3% | +0.6% | -0.4% | +0.1% |
| 30D | 0.0% | -5.1% | +5.1% | +0.9% |
| 3M | +26.1% | -11.2% | +37.3% | +28.1% |
| 6M | +29.4% | -12.0% | +41.4% | +30.7% |
| YTD | +24.4% | +12.0% | +12.4% | +16.8% |
| 1Y | +10.9% | +42.8% | -31.9% | -4.1% |
| 3Y | +24.1% | +168.9% | -144.9% | -17.5% |
| 5Y | +7.8% | +192.2% | -184.4% | -36.0% |
| All | +7.8% | +191.3% | -183.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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