+633.5%
WDC vs DBX
+20.1%
+613.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +6.6% |
| 7D | +1.7% | -2.4% | +4.2% | +2.4% |
| 30D | -10.0% | -0.5% | -9.5% | -10.1% |
| 3M | -18.8% | +28.1% | -46.8% | -26.2% |
| 6M | +79.0% | +33.1% | +45.9% | +57.9% |
| YTD | +171.6% | +25.3% | +146.3% | +143.7% |
| 1Y | +417.4% | +18.3% | +399.0% | +369.4% |
| 3Y | +1,251.8% | +25.0% | +1,226.8% | +1,065.0% |
| 5Y | +911.7% | +7.5% | +904.2% | +793.6% |
| All | +633.5% | +20.1% | +613.4% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling