+24.9%
DBX vs WY
-13.3%
+38.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +2.1% | -4.2% | +6.3% | +3.6% |
| 30D | +5.7% | -10.1% | +15.8% | +9.6% |
| 3M | +31.8% | -8.5% | +40.3% | +35.4% |
| 6M | +37.5% | -3.3% | +40.8% | +37.4% |
| YTD | +27.9% | -4.4% | +32.3% | +27.8% |
| 1Y | +15.0% | -11.5% | +26.5% | +17.9% |
| 3Y | +27.2% | -24.3% | +51.5% | +35.7% |
| 5Y | +12.8% | -21.3% | +34.1% | +18.5% |
| All | +24.9% | -13.3% | +38.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling