+623.5%
WDC vs DBX
+20.9%
+602.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -4.8% |
| 7D | +4.4% | -1.8% | +6.2% | +4.9% |
| 30D | +5.3% | +2.8% | +2.4% | +4.0% |
| 3M | -5.9% | +26.8% | -32.7% | -14.2% |
| 6M | +73.2% | +32.8% | +40.5% | +53.0% |
| YTD | +167.8% | +26.1% | +141.8% | +139.8% |
| 1Y | +386.0% | +14.1% | +371.9% | +347.2% |
| 3Y | +1,309.7% | +25.7% | +1,284.0% | +1,112.6% |
| 5Y | +957.1% | +11.2% | +945.9% | +822.8% |
| All | +623.5% | +20.9% | +602.6% | +423.0% |
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