+17.7%
DBX vs WU
-39.6%
+57.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | -6.3% | -5.3% | -1.0% | -4.8% |
| 30D | -5.9% | +9.0% | -14.9% | -8.4% |
| 3M | -0.4% | -3.6% | +3.2% | +0.5% |
| 6M | +29.8% | -19.4% | +49.2% | +36.7% |
| YTD | +20.5% | -21.7% | +42.2% | +27.5% |
| 1Y | +8.7% | -16.1% | +24.8% | +12.4% |
| 3Y | +25.9% | -24.1% | +50.0% | +31.9% |
| 5Y | +24.2% | -44.1% | +68.3% | +41.1% |
| All | +17.7% | -39.6% | +57.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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