+22.3%
DBX vs WY
-9.5%
+31.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.7% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -0.5% | -10.1% | +9.6% | +3.2% |
| 3M | +28.1% | -5.1% | +33.2% | +29.9% |
| 6M | +33.1% | -4.8% | +37.9% | +33.9% |
| YTD | +25.3% | -0.2% | +25.5% | +23.3% |
| 1Y | +18.3% | -6.6% | +25.0% | +19.0% |
| 3Y | +25.0% | -22.7% | +47.8% | +32.6% |
| 5Y | +7.5% | -22.2% | +29.7% | +13.4% |
| All | +22.3% | -9.5% | +31.8% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling