+22.7%
DBX vs BWA
+65.2%
-42.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | -8.1% | +1.7% | -9.9% | -8.2% |
| 30D | -4.9% | -14.6% | +9.7% | -3.9% |
| 3M | -2.7% | -26.2% | +23.5% | -0.6% |
| 6M | +25.2% | -18.4% | +43.6% | +25.4% |
| YTD | +19.3% | +14.7% | +4.6% | +9.6% |
| 1Y | +6.6% | +13.3% | -6.7% | -1.9% |
| All | +22.7% | +65.2% | -42.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling