-22.1%
WULF vs DBX
+22.5%
-44.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -4.8% |
| 7D | -12.8% | -1.1% | -11.7% | -13.1% |
| 30D | -20.9% | +5.0% | -25.9% | -18.4% |
| 3M | -38.0% | +4.6% | -42.6% | -35.5% |
| 6M | -47.5% | +43.9% | -91.4% | -35.2% |
| YTD | +1.8% | +29.9% | -28.0% | +23.2% |
| 1Y | -22.1% | +24.6% | -46.7% | -5.8% |
| All | -22.1% | +22.5% | -44.6% | -5.8% |
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