+23.1%
DBX vs WCN
+132.8%
-109.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.9% |
| 7D | -1.8% | -4.4% | +2.6% | +0.4% |
| 30D | +2.8% | -4.4% | +7.3% | +5.2% |
| 3M | +26.8% | +0.5% | +26.3% | +26.2% |
| 6M | +32.8% | -3.3% | +36.0% | +34.2% |
| YTD | +26.1% | -8.5% | +34.6% | +30.6% |
| 1Y | +14.1% | -8.9% | +23.1% | +18.0% |
| 3Y | +25.7% | +18.0% | +7.7% | +9.4% |
| 5Y | +11.2% | +25.0% | -13.9% | -8.2% |
| All | +23.1% | +132.8% | -109.8% | -39.8% |
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