+52.9%
WAT vs DBX
+21.2%
+31.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -1.0% | -2.9% | +1.9% | -0.6% |
| 3M | +10.9% | +23.8% | -13.0% | +6.8% |
| 6M | +33.2% | +26.2% | +7.0% | +27.3% |
| YTD | +6.1% | +21.6% | -15.5% | +2.0% |
| 1Y | +30.2% | +11.4% | +18.8% | +26.9% |
| 3Y | +52.9% | +21.3% | +31.6% | +42.5% |
| All | +52.9% | +21.2% | +31.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling