+222.9%
WAB vs DBX
+8.9%
+214.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.9% |
| 7D | +0.2% | +0.3% | 0.0% | +0.1% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +5.6% | +26.1% | -20.5% | +0.1% |
| 6M | +13.8% | +29.4% | -15.6% | +6.2% |
| YTD | +31.9% | +24.4% | +7.4% | +24.2% |
| 1Y | +48.3% | +10.9% | +37.4% | +43.8% |
| 3Y | +167.1% | +24.1% | +143.1% | +141.7% |
| 5Y | +222.9% | +7.8% | +215.1% | +175.4% |
| All | +222.9% | +8.9% | +214.0% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling