+17.7%
DBX vs WCC
+428.4%
-410.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.4% |
| 7D | -3.3% | +9.9% | -13.2% | -5.2% |
| 30D | -5.9% | -8.4% | +2.6% | -4.9% |
| 3M | -6.7% | -10.3% | +3.7% | -5.8% |
| 6M | +28.0% | -10.5% | +38.5% | +27.8% |
| YTD | +20.6% | +32.2% | -11.6% | +8.5% |
| 1Y | +10.3% | +25.5% | -15.2% | +0.2% |
| 3Y | +24.0% | +134.7% | -110.6% | -7.8% |
| 5Y | +24.2% | +139.9% | -115.7% | -11.5% |
| All | +17.7% | +428.4% | -410.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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