+25.2%
DBX vs WWD
-8.4%
+33.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.7% |
| 7D | -8.1% | +3.7% | -11.9% | -6.9% |
| 30D | -4.9% | +1.8% | -6.7% | -3.8% |
| 3M | -2.7% | -5.0% | +2.3% | -3.2% |
| 6M | +25.2% | -8.4% | +33.6% | +24.1% |
| All | +25.2% | -8.4% | +33.6% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling