+23.1%
DBX vs WU
-39.6%
+62.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | -1.8% | -5.0% | +3.1% | -0.3% |
| 30D | +2.8% | -2.3% | +5.1% | +3.6% |
| 3M | +26.8% | -3.2% | +30.0% | +26.7% |
| 6M | +32.8% | -25.0% | +57.8% | +43.0% |
| YTD | +26.1% | -21.7% | +47.7% | +33.7% |
| 1Y | +14.1% | -9.0% | +23.1% | +14.7% |
| 3Y | +25.7% | -28.9% | +54.6% | +34.5% |
| 5Y | +11.2% | -51.0% | +62.2% | +31.6% |
| All | +23.1% | -39.6% | +62.7% | +13.3% |
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