+21.5%
DBX vs BWA
+69.1%
-47.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.7% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | 0.0% | -5.6% | +5.6% | +1.3% |
| 3M | +26.1% | -10.7% | +36.8% | +28.9% |
| 6M | +29.4% | +23.2% | +6.2% | +19.5% |
| YTD | +24.4% | +46.0% | -21.6% | +7.2% |
| 1Y | +10.9% | +51.2% | -40.3% | -5.9% |
| 3Y | +24.1% | +69.6% | -45.5% | -1.2% |
| 5Y | +7.8% | +86.6% | -78.8% | -18.8% |
| All | +21.5% | +69.1% | -47.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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