+744.8%
WPM vs DBX
+20.1%
+724.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | +26.4% | -0.5% | +26.8% | +26.4% |
| 3M | +20.8% | +28.1% | -7.2% | +18.0% |
| 6M | +1.1% | +33.1% | -32.0% | -2.0% |
| YTD | +32.5% | +25.3% | +7.2% | +29.1% |
| 1Y | +51.5% | +18.3% | +33.2% | +48.3% |
| 3Y | +267.0% | +25.0% | +242.0% | +253.0% |
| 5Y | +250.1% | +7.5% | +242.6% | +234.4% |
| All | +744.8% | +20.1% | +724.7% | +696.9% |
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 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