+21.3%
DBX vs BWA
+72.9%
-51.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.8% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | -2.9% | -2.9% | 0.0% | -2.7% |
| 3M | +23.8% | -12.4% | +36.3% | +25.4% |
| 6M | +26.2% | +28.6% | -2.4% | +20.5% |
| YTD | +21.6% | +48.2% | -26.6% | +10.8% |
| 1Y | +11.4% | +50.9% | -39.5% | +0.8% |
| 3Y | +21.3% | +72.2% | -50.9% | +0.4% |
| All | +21.3% | +72.9% | -51.6% | +0.4% |
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