+21.3%
DBX vs WU
-27.2%
+48.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -2.9% | -1.1% | -1.7% | -2.5% |
| 3M | +23.8% | -1.8% | +25.7% | +23.3% |
| 6M | +26.2% | -23.9% | +50.1% | +33.1% |
| YTD | +21.6% | -20.4% | +42.0% | +26.8% |
| 1Y | +11.4% | -10.6% | +22.0% | +12.2% |
| 3Y | +21.3% | -27.7% | +49.0% | +28.1% |
| All | +21.3% | -27.2% | +48.5% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling