If you're depressed, that's because you're not living in the present moment. You cannot change the past, but you can surely learn from it and try your best to perform better In the present. There's also no point in worrying about the future, because worrying won't solve anything at all. Worrying is one of the most counter-productive activities out there. Worrying creates stress, negative stress which leads to feelings of depression.
If you live in and focus on the present moment, your thoughts are not tainted with the shortfalls of past or future events. Worrying incessantly about things which are out of the locus of your control is self-destructive. Worrying never solved anything. It only impedes what you are trying to positively construct. We're all creators. We create and our environment reciprocates. Reciprocation by our environment will not always be according to our expectations.
Our expectations are not reality. Reality can best be described as the collective-consciousness of all living things that roam this planet. We all perceive reality in a different way because we all have varied perceptions. If you're struggling or depressed, part of it might have to do with setting up unrealistic expectations for yourself. The only way to break out of it is to be content with putting in your best effort given the cards that you're dealt.
You cannot change the world, but you can change the way that you react to it. React by living in the present moment.