+8.2%
DBX vs WOLF
+53.8%
-45.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +2.7% |
| 7D | -8.1% | +21.5% | -29.6% | -6.9% |
| 30D | -4.9% | -1.2% | -3.7% | -4.5% |
| 3M | -2.7% | -8.2% | +5.5% | -2.2% |
| 6M | +25.2% | -45.0% | +70.2% | +24.2% |
| YTD | +19.3% | +59.0% | -39.7% | +20.8% |
| 1Y | +6.6% | +59.1% | -52.5% | +8.3% |
| All | +8.2% | +53.8% | -45.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling