+157.6%
WEC vs DBX
+15.6%
+142.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +2.3% | -3.3% | +5.6% | +2.4% |
| 30D | +11.1% | -5.9% | +16.9% | +11.3% |
| 3M | +8.4% | -6.7% | +15.1% | +8.7% |
| 6M | +7.5% | +28.0% | -20.5% | +6.3% |
| YTD | +15.3% | +20.6% | -5.3% | +14.2% |
| 1Y | +9.7% | +10.3% | -0.6% | +9.1% |
| 3Y | +64.7% | +24.0% | +40.6% | +61.6% |
| 5Y | +57.3% | +24.2% | +33.0% | +53.2% |
| All | +157.6% | +15.6% | +142.0% | +138.6% |
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