+128.3%
WFC vs DBX
+8.9%
+119.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.4% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +2.5% | 0.0% | +2.5% | +2.3% |
| 3M | +10.0% | +26.1% | -16.1% | +3.5% |
| 6M | +15.1% | +29.4% | -14.3% | +6.7% |
| YTD | -2.2% | +24.4% | -26.6% | -8.4% |
| 1Y | +13.5% | +10.9% | +2.6% | +9.4% |
| 3Y | +135.2% | +24.1% | +111.2% | +111.2% |
| 5Y | +128.3% | +7.8% | +120.6% | +96.9% |
| All | +128.3% | +8.9% | +119.4% | +96.9% |
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