+116.1%
WULF vs DBX
+20.9%
+95.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.0% |
| 7D | -0.6% | -1.8% | +1.3% | -0.3% |
| 30D | -3.6% | +2.8% | -6.5% | -4.5% |
| 3M | -30.4% | +26.8% | -57.2% | -34.7% |
| 6M | +12.5% | +32.8% | -20.3% | +2.8% |
| YTD | +40.5% | +26.1% | +14.4% | +29.7% |
| 1Y | +53.0% | +14.1% | +38.9% | +44.7% |
| 3Y | +796.7% | +25.7% | +770.9% | +722.1% |
| 5Y | -30.9% | +11.2% | -42.0% | -39.0% |
| All | +116.1% | +20.9% | +95.3% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling