+135.9%
WMT vs DBX
+11.7%
+124.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.2% |
| 7D | 0.0% | +2.1% | -2.1% | -0.2% |
| 30D | -7.4% | +5.7% | -13.2% | -8.0% |
| 3M | -10.9% | +31.8% | -42.7% | -13.6% |
| 6M | -12.7% | +37.5% | -50.1% | -16.0% |
| YTD | -3.2% | +27.9% | -31.1% | -6.1% |
| 1Y | +5.3% | +15.0% | -9.8% | +3.3% |
| 3Y | +101.9% | +27.2% | +74.7% | +93.3% |
| All | +135.9% | +11.7% | +124.2% | +127.9% |
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