+23.1%
DBX vs BBWI
-27.4%
+50.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -1.8% | -8.0% | +6.2% | -0.6% |
| 30D | +2.8% | -6.6% | +9.5% | +3.7% |
| 3M | +26.8% | -2.7% | +29.5% | +26.6% |
| 6M | +32.8% | -12.8% | +45.5% | +33.8% |
| YTD | +26.1% | -10.5% | +36.6% | +26.0% |
| 1Y | +14.1% | -35.3% | +49.5% | +19.2% |
| 3Y | +25.7% | -47.7% | +73.5% | +31.7% |
| 5Y | +11.2% | -68.9% | +80.0% | +22.6% |
| All | +23.1% | -27.4% | +50.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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