+304.0%
WAB vs DBX
+15.6%
+288.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +5.1% | -3.3% | +8.3% | +5.6% |
| 30D | +4.0% | -5.9% | +9.9% | +5.0% |
| 3M | +0.1% | -6.7% | +6.8% | +0.9% |
| 6M | +12.8% | +28.0% | -15.2% | +5.8% |
| YTD | +40.1% | +20.6% | +19.5% | +32.1% |
| 1Y | +46.4% | +10.3% | +36.1% | +40.7% |
| 3Y | +167.4% | +24.0% | +143.3% | +144.4% |
| 5Y | +215.0% | +24.2% | +190.8% | +181.7% |
| All | +304.0% | +15.6% | +288.4% | +229.2% |
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