+280.0%
WAB vs DBX
+20.9%
+259.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -5.9% | +2.8% | -8.7% | -6.5% |
| 3M | +9.4% | +26.8% | -17.4% | +3.6% |
| 6M | +13.8% | +32.8% | -18.9% | +5.8% |
| YTD | +31.8% | +26.1% | +5.7% | +23.7% |
| 1Y | +48.5% | +14.1% | +34.4% | +42.2% |
| 3Y | +167.0% | +25.7% | +141.2% | +144.6% |
| 5Y | +222.3% | +11.2% | +211.2% | +195.1% |
| All | +280.0% | +20.9% | +259.1% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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