+323.5%
WMT vs DBX
+16.6%
+306.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -5.0% | -2.9% | -2.1% | -4.7% |
| 3M | -11.3% | +23.8% | -35.1% | -13.4% |
| 6M | -13.8% | +26.2% | -40.0% | -16.2% |
| YTD | -4.2% | +21.6% | -25.8% | -6.6% |
| 1Y | +4.6% | +11.4% | -6.9% | +2.8% |
| 3Y | +100.5% | +21.3% | +79.2% | +93.4% |
| 5Y | +129.7% | +6.7% | +123.0% | +121.9% |
| All | +323.5% | +16.6% | +306.9% | +268.1% |
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