+31.7%
WEC vs DBX
+8.4%
+23.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.3% | -1.8% | +0.6% | -1.2% |
| 30D | -0.4% | +2.8% | -3.2% | -0.4% |
| 3M | -6.8% | +26.8% | -33.6% | -7.1% |
| 6M | -6.4% | +32.8% | -39.2% | -6.8% |
| YTD | +2.5% | +26.1% | -23.6% | +2.2% |
| 1Y | -0.4% | +14.1% | -14.5% | -0.4% |
| 3Y | +38.5% | +25.7% | +12.8% | +37.2% |
| 5Y | +31.7% | +11.2% | +20.5% | +23.0% |
| All | +31.7% | +8.4% | +23.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling