+17.7%
DBX vs WCN
+183.8%
-166.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.3% | +2.6% | -5.9% | -4.5% |
| 30D | -5.9% | +23.9% | -29.8% | -15.4% |
| 3M | -6.7% | +17.4% | -24.1% | -14.0% |
| 6M | +28.0% | +28.0% | 0.0% | +12.8% |
| YTD | +20.6% | +11.6% | +9.1% | +13.0% |
| 1Y | +10.3% | +16.9% | -6.6% | +0.7% |
| 3Y | +24.0% | +51.6% | -27.5% | -4.9% |
| 5Y | +24.2% | +48.0% | -23.7% | -5.3% |
| All | +17.7% | +183.8% | -166.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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