+15.0%
DBX vs BWA
+55.6%
-40.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.7% |
| 7D | +2.1% | -1.3% | +3.4% | +1.9% |
| 30D | +5.7% | -2.9% | +8.7% | +5.3% |
| 3M | +31.8% | -10.7% | +42.5% | +30.8% |
| 6M | +37.5% | +26.5% | +11.0% | +39.7% |
| YTD | +27.9% | +49.1% | -21.2% | +26.2% |
| 1Y | +15.0% | +52.1% | -37.0% | +12.2% |
| All | +15.0% | +55.6% | -40.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling