+616.5%
WPM vs DBX
+15.6%
+600.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -3.6% | -3.3% | -0.3% | -3.3% |
| 30D | +1.4% | -5.9% | +7.3% | +1.9% |
| 3M | -0.2% | -6.7% | +6.5% | +0.2% |
| 6M | -7.3% | +28.0% | -35.3% | -9.8% |
| YTD | +12.3% | +20.6% | -8.3% | +9.6% |
| 1Y | +24.9% | +10.3% | +14.6% | +23.0% |
| 3Y | +210.4% | +24.0% | +186.3% | +198.1% |
| 5Y | +210.4% | +24.2% | +186.1% | +193.9% |
| All | +616.5% | +15.6% | +600.9% | +576.8% |
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 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