+364.0%
WDC vs DBX
+15.6%
+348.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | -3.3% | +15.3% | +12.9% |
| 30D | -18.8% | -5.9% | -12.9% | -17.6% |
| 3M | -39.3% | -6.7% | -32.6% | -38.7% |
| 6M | -40.1% | +28.0% | -68.1% | -46.3% |
| YTD | +71.8% | +20.6% | +51.2% | +54.8% |
| 1Y | +88.5% | +10.3% | +78.2% | +74.6% |
| 3Y | +770.0% | +24.0% | +745.9% | +644.3% |
| 5Y | +549.0% | +24.2% | +524.8% | +443.6% |
| All | +364.0% | +15.6% | +348.4% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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