+17.7%
DBX vs BWA
+32.1%
-14.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -6.3% | +7.3% | -13.6% | -8.0% |
| 30D | -5.9% | -15.8% | +9.9% | -2.1% |
| 3M | -0.4% | -25.7% | +25.4% | +6.6% |
| 6M | +29.8% | -19.6% | +49.4% | +34.3% |
| YTD | +20.5% | +14.1% | +6.5% | +9.9% |
| 1Y | +8.7% | +12.2% | -3.5% | -0.6% |
| 3Y | +25.9% | +63.8% | -37.9% | -0.6% |
| 5Y | +24.2% | +28.7% | -4.6% | +2.8% |
| All | +17.7% | +32.1% | -14.5% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling