+190.2%
WMB vs DBX
+15.8%
+174.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +4.3% |
| 7D | -6.7% | -8.6% | +1.9% | -5.9% |
| 30D | -8.6% | -5.2% | -3.4% | -8.2% |
| 3M | -4.9% | -6.4% | +1.5% | -4.6% |
| 6M | -6.3% | +12.7% | -19.0% | -8.6% |
| YTD | +13.0% | +17.2% | -4.2% | +9.3% |
| 1Y | +14.9% | +5.5% | +9.4% | +13.3% |
| 3Y | +113.4% | +24.1% | +89.3% | +98.7% |
| 5Y | +190.2% | +14.2% | +176.0% | +176.4% |
| All | +190.2% | +15.8% | +174.4% | +176.4% |
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