+124.2%
WULF vs DBX
+22.6%
+101.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | -2.6% | +5.7% | -8.4% | -4.0% |
| 3M | -34.0% | +31.8% | -65.8% | -38.6% |
| 6M | +10.0% | +37.5% | -27.5% | -0.3% |
| YTD | +45.7% | +27.9% | +17.8% | +34.2% |
| 1Y | +57.3% | +15.0% | +42.3% | +48.7% |
| 3Y | +878.9% | +27.2% | +851.8% | +795.6% |
| 5Y | -28.3% | +12.8% | -41.1% | -37.0% |
| All | +124.2% | +22.6% | +101.5% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling