+16.4%
DBX vs WWD
+394.1%
-377.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | -8.1% | +3.7% | -11.9% | -9.0% |
| 30D | -4.9% | +1.8% | -6.7% | -5.6% |
| 3M | -2.7% | -5.0% | +2.3% | -2.2% |
| 6M | +25.2% | -8.4% | +33.6% | +25.9% |
| YTD | +19.3% | +12.3% | +7.0% | +12.5% |
| 1Y | +6.6% | +26.2% | -19.6% | -2.9% |
| 3Y | +24.6% | +154.6% | -130.0% | -8.2% |
| 5Y | +23.5% | +195.3% | -171.8% | -14.2% |
| All | +16.4% | +394.1% | -377.7% | -38.5% |
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