+22.3%
DBX vs BWA
+75.0%
-52.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.1% |
| 7D | -2.4% | +5.7% | -8.1% | -3.8% |
| 30D | -0.5% | +1.4% | -1.9% | -1.1% |
| 3M | +28.1% | -12.1% | +40.1% | +31.4% |
| 6M | +33.1% | +28.6% | +4.5% | +21.6% |
| YTD | +25.3% | +51.1% | -25.8% | +7.0% |
| 1Y | +18.3% | +55.9% | -37.5% | -0.3% |
| 3Y | +25.0% | +70.1% | -45.1% | -0.3% |
| 5Y | +7.5% | +90.7% | -83.2% | -19.4% |
| All | +22.3% | +75.0% | -52.7% | -18.3% |
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 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