+321.2%
WMB vs DBX
+14.3%
+306.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.7% |
| 7D | +1.6% | -8.1% | +9.7% | +3.1% |
| 30D | -7.1% | -4.9% | -2.2% | -6.4% |
| 3M | -4.0% | -2.7% | -1.3% | -4.1% |
| 6M | -5.7% | +25.2% | -30.9% | -11.2% |
| YTD | +17.2% | +19.3% | -2.1% | +10.7% |
| 1Y | +17.2% | +6.6% | +10.6% | +13.5% |
| 3Y | +121.1% | +24.6% | +96.4% | +100.8% |
| 5Y | +197.2% | +23.5% | +173.7% | +164.7% |
| All | +321.2% | +14.3% | +306.8% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling