+25.2%
DBX vs BWA
-16.4%
+41.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.8% |
| 7D | -8.1% | +1.7% | -9.9% | -7.4% |
| 30D | -4.9% | -14.6% | +9.7% | -8.6% |
| 3M | -2.7% | -26.2% | +23.5% | -11.1% |
| 6M | +25.2% | -18.4% | +43.6% | +20.6% |
| All | +25.2% | -16.4% | +41.5% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling