+14.2%
DBX vs BBWI
-67.1%
+81.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.3% |
| 7D | -8.6% | -6.2% | -2.4% | -7.6% |
| 30D | -5.2% | +25.5% | -30.7% | -9.0% |
| 3M | -6.4% | +8.0% | -14.4% | -8.3% |
| 6M | +12.7% | +12.7% | +0.1% | +8.8% |
| YTD | +17.2% | +11.6% | +5.6% | +12.1% |
| 1Y | +5.5% | -0.9% | +6.4% | +2.4% |
| 3Y | +24.1% | -22.7% | +46.8% | +20.4% |
| 5Y | +14.2% | -67.2% | +81.4% | +41.3% |
| All | +14.2% | -67.1% | +81.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling