+16.4%
DBX vs WCC
+437.3%
-420.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.7% |
| 7D | -8.1% | +3.3% | -11.5% | -9.0% |
| 30D | -4.9% | -9.4% | +4.5% | -3.7% |
| 3M | -2.7% | -10.5% | +7.8% | -1.8% |
| 6M | +25.2% | -10.4% | +35.6% | +25.1% |
| YTD | +19.3% | +34.4% | -15.1% | +6.9% |
| 1Y | +6.6% | +27.7% | -21.1% | -3.5% |
| 3Y | +24.6% | +137.9% | -113.3% | -7.6% |
| 5Y | +23.5% | +147.0% | -123.5% | -12.5% |
| All | +16.4% | +437.3% | -420.9% | -35.3% |
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