+388.5%
WDC vs DBX
+15.6%
+372.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.0% |
| 7D | +16.3% | -6.3% | +22.6% | +18.2% |
| 30D | -18.3% | -5.9% | -12.4% | -17.1% |
| 3M | -31.4% | -0.4% | -31.1% | -32.1% |
| 6M | -36.3% | +29.8% | -66.1% | -43.2% |
| YTD | +80.8% | +20.5% | +60.3% | +62.9% |
| 1Y | +87.7% | +8.7% | +79.0% | +74.9% |
| 3Y | +819.4% | +25.9% | +793.5% | +682.0% |
| 5Y | +583.2% | +24.2% | +559.0% | +472.4% |
| All | +388.5% | +15.6% | +372.9% | +255.3% |
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