+23.5%
DBX vs BWA
+32.2%
-8.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.0% |
| 7D | -8.1% | +1.7% | -9.9% | -8.6% |
| 30D | -4.9% | -14.6% | +9.7% | -1.8% |
| 3M | -2.7% | -26.2% | +23.5% | +3.6% |
| 6M | +25.2% | -18.4% | +43.6% | +28.1% |
| YTD | +19.3% | +14.7% | +4.6% | +6.8% |
| 1Y | +6.6% | +13.3% | -6.7% | -4.3% |
| 3Y | +24.6% | +64.7% | -40.1% | -6.5% |
| 5Y | +23.5% | +32.2% | -8.7% | -8.4% |
| All | +23.5% | +32.2% | -8.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling