+17.7%
DBX vs WY
-18.2%
+35.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.5% |
| 7D | -3.3% | -0.8% | -2.4% | -3.0% |
| 30D | -5.9% | +10.1% | -16.0% | -9.2% |
| 3M | -6.7% | -15.4% | +8.7% | -1.5% |
| 6M | +28.0% | -8.3% | +36.3% | +30.5% |
| YTD | +20.6% | -9.8% | +30.4% | +22.6% |
| 1Y | +10.3% | -3.9% | +14.2% | +9.1% |
| 3Y | +24.0% | -23.3% | +47.4% | +31.1% |
| 5Y | +24.2% | -31.2% | +55.4% | +36.6% |
| All | +17.7% | -18.2% | +35.9% | +3.7% |
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