+22.3%
DBX vs WWD
+405.3%
-383.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -0.5% | -7.2% | +6.7% | +1.0% |
| 3M | +28.1% | -3.8% | +31.9% | +28.1% |
| 6M | +33.1% | -9.9% | +43.0% | +34.1% |
| YTD | +25.3% | +14.8% | +10.5% | +18.1% |
| 1Y | +18.3% | +42.1% | -23.7% | +4.8% |
| 3Y | +25.0% | +170.8% | -145.8% | -9.0% |
| 5Y | +7.5% | +197.5% | -190.0% | -25.3% |
| All | +22.3% | +405.3% | -383.0% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling