+229.3%
WM vs DBX
+19.5%
+209.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | +1.2% | -4.4% | +5.6% | +1.7% |
| 30D | +13.1% | +4.8% | +8.3% | +12.6% |
| 3M | +3.6% | +0.3% | +3.3% | +3.5% |
| 6M | +8.1% | +40.4% | -32.3% | +3.9% |
| YTD | +8.9% | +24.7% | -15.8% | +5.9% |
| 1Y | +20.3% | +20.9% | -0.6% | +17.3% |
| 3Y | +46.2% | +34.5% | +11.7% | +38.7% |
| 5Y | +59.9% | +24.6% | +35.3% | +51.1% |
| All | +229.3% | +19.5% | +209.8% | +190.8% |
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