+497.0%
WELL vs DBX
+22.6%
+474.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | +2.3% | +5.7% | -3.4% | +1.4% |
| 3M | +12.3% | +31.8% | -19.5% | +7.5% |
| 6M | +15.6% | +37.5% | -21.9% | +9.4% |
| YTD | +28.3% | +27.9% | +0.4% | +22.7% |
| 1Y | +41.9% | +15.0% | +26.9% | +37.7% |
| 3Y | +198.3% | +27.2% | +171.2% | +179.4% |
| 5Y | +206.4% | +12.8% | +193.6% | +186.6% |
| All | +497.0% | +22.6% | +474.3% | +389.5% |
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