+22.3%
DBX vs WCN
+140.8%
-118.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -0.5% | +0.4% | -0.9% | -0.7% |
| 3M | +28.1% | +7.3% | +20.7% | +23.4% |
| 6M | +33.1% | -2.5% | +35.6% | +34.0% |
| YTD | +25.3% | -5.4% | +30.7% | +27.6% |
| 1Y | +18.3% | -8.5% | +26.8% | +22.3% |
| 3Y | +25.0% | +20.8% | +4.2% | +7.8% |
| 5Y | +7.5% | +30.0% | -22.5% | -13.0% |
| All | +22.3% | +140.8% | -118.5% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling