+283.5%
WAB vs DBX
+20.1%
+263.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -4.4% | -0.5% | -4.0% | -4.5% |
| 3M | +7.9% | +28.1% | -20.2% | +2.0% |
| 6M | +8.7% | +33.1% | -24.4% | +0.9% |
| YTD | +33.0% | +25.3% | +7.7% | +25.0% |
| 1Y | +46.7% | +18.3% | +28.3% | +39.2% |
| 3Y | +153.0% | +25.0% | +128.0% | +132.1% |
| 5Y | +222.3% | +7.5% | +214.7% | +197.0% |
| All | +283.5% | +20.1% | +263.4% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling