+122.8%
WFC vs DBX
+20.1%
+102.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +3.8% | -2.4% | +6.2% | +4.3% |
| 30D | +1.5% | -0.5% | +2.0% | +1.4% |
| 3M | +10.9% | +28.1% | -17.2% | +4.4% |
| 6M | +8.4% | +33.1% | -24.7% | +0.3% |
| YTD | -1.9% | +25.3% | -27.2% | -8.0% |
| 1Y | +12.3% | +18.3% | -6.0% | +6.4% |
| 3Y | +132.3% | +25.0% | +107.3% | +112.1% |
| 5Y | +130.1% | +7.5% | +122.5% | +111.3% |
| All | +122.8% | +20.1% | +102.7% | +75.3% |
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