+24.1%
DBX vs BBWI
-25.2%
+49.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.2% |
| 7D | -8.6% | -6.2% | -2.4% | -7.9% |
| 30D | -5.2% | +25.5% | -30.7% | -7.8% |
| 3M | -6.4% | +8.0% | -14.4% | -7.6% |
| 6M | +12.7% | +12.7% | +0.1% | +10.3% |
| YTD | +17.2% | +11.6% | +5.6% | +14.0% |
| 1Y | +5.5% | -0.9% | +6.4% | +4.1% |
| 3Y | +24.1% | -22.7% | +46.8% | +31.3% |
| All | +24.1% | -25.2% | +49.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling