-5.1%
WAT vs DBX
+7.2%
-12.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -1.0% | -2.9% | +1.9% | -0.4% |
| 3M | +10.9% | +23.8% | -13.0% | +4.6% |
| 6M | +33.2% | +26.2% | +7.0% | +24.1% |
| YTD | +6.1% | +21.6% | -15.5% | -0.2% |
| 1Y | +30.2% | +11.4% | +18.8% | +24.8% |
| 3Y | +52.9% | +21.3% | +31.6% | +37.1% |
| 5Y | -5.1% | +6.7% | -11.8% | -17.9% |
| All | -5.1% | +7.2% | -12.3% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling