+86.1%
WULF vs DBX
+20.4%
+65.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +0.7% |
| 7D | +7.6% | -2.4% | +10.0% | +6.2% |
| 30D | -8.6% | -0.5% | -8.1% | -8.4% |
| 3M | -37.0% | +28.1% | -65.0% | -30.4% |
| 6M | +7.4% | +33.1% | -25.7% | +23.3% |
| YTD | +43.7% | +25.3% | +18.4% | +66.3% |
| 1Y | +86.1% | +18.3% | +67.8% | +120.0% |
| All | +86.1% | +20.4% | +65.7% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling