+229.8%
WM vs DBX
+12.3%
+217.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.8% |
| 7D | -0.5% | -8.6% | +8.1% | +0.4% |
| 30D | +13.3% | -5.2% | +18.5% | +13.9% |
| 3M | +4.4% | -6.4% | +10.8% | +4.9% |
| 6M | +10.8% | +12.7% | -1.9% | +9.1% |
| YTD | +9.1% | +17.2% | -8.1% | +6.7% |
| 1Y | +19.1% | +5.5% | +13.6% | +17.8% |
| 3Y | +45.7% | +24.1% | +21.5% | +39.4% |
| 5Y | +60.4% | +14.2% | +46.2% | +53.0% |
| All | +229.8% | +12.3% | +217.5% | +193.0% |
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