+33.0%
WBD vs DBX
+22.6%
+10.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.0% |
| 7D | -0.7% | +2.1% | -2.8% | -1.4% |
| 30D | +1.4% | +5.7% | -4.3% | -0.5% |
| 3M | +4.4% | +31.8% | -27.4% | -4.8% |
| 6M | +0.8% | +37.5% | -36.6% | -10.3% |
| YTD | -2.7% | +27.9% | -30.6% | -11.6% |
| 1Y | +73.4% | +15.0% | +58.4% | +62.2% |
| 3Y | +142.1% | +27.2% | +115.0% | +114.8% |
| 5Y | +7.2% | +12.8% | -5.6% | -5.2% |
| All | +33.0% | +22.6% | +10.4% | +6.1% |
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