+105.2%
WAT vs DBX
+20.1%
+85.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.3% | -2.4% | +1.2% | -0.7% |
| 30D | +2.3% | -0.5% | +2.8% | +2.3% |
| 3M | +8.7% | +28.1% | -19.3% | +2.3% |
| 6M | +28.3% | +33.1% | -4.8% | +18.9% |
| YTD | +7.8% | +25.3% | -17.5% | +1.2% |
| 1Y | +36.6% | +18.3% | +18.3% | +29.4% |
| 3Y | +45.7% | +25.0% | +20.7% | +32.9% |
| 5Y | -3.3% | +7.5% | -10.8% | -11.2% |
| All | +105.2% | +20.1% | +85.1% | +63.9% |
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