+723.0%
WPM vs DBX
+20.9%
+702.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.8% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | +12.5% | +2.8% | +9.6% | +12.1% |
| 3M | +40.6% | +26.8% | +13.8% | +37.4% |
| 6M | +0.5% | +32.8% | -32.2% | -2.5% |
| YTD | +29.0% | +26.1% | +3.0% | +25.7% |
| 1Y | +43.8% | +14.1% | +29.7% | +41.3% |
| 3Y | +266.3% | +25.7% | +240.6% | +252.1% |
| 5Y | +255.1% | +11.2% | +243.9% | +238.4% |
| All | +723.0% | +20.9% | +702.1% | +675.9% |
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 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