+131.7%
WAT vs DBX
+15.6%
+116.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +2.0% | -6.3% | +8.3% | +3.3% |
| 30D | +7.7% | -5.9% | +13.6% | +8.9% |
| 3M | +11.1% | -0.4% | +11.4% | +10.6% |
| 6M | +31.2% | +29.8% | +1.4% | +22.3% |
| YTD | +21.7% | +20.5% | +1.1% | +14.8% |
| 1Y | +19.3% | +8.7% | +10.7% | +15.2% |
| 3Y | +80.6% | +25.9% | +54.7% | +63.7% |
| 5Y | +29.5% | +24.2% | +5.4% | +15.3% |
| All | +131.7% | +15.6% | +116.1% | +85.8% |
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 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