See what your fund actually adds
Wilshire Large Company Value Portfolio Investment Class Shares DTLVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DTLVX | Replication |
|---|---|---|
| Annualized growth | 10.1% | 8.7% |
| Annualized volatility | 15.4% | 16.2% |
| Sharpe ratio | 0.70 | 0.60 |
| Maximum drawdown | 21.3% | 21.3% |
| Replication fit (R²) | 0.98 · Tracking error 2.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model DTLVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 51.9% |
| XLF | Sector · Financials | 20.8% |
| VBR | Small-Cap · Value | 11.4% |
| LRGF | Factor · Multi-Factor | 8.3% |
| XLB | Sector · Materials | 7.5% |