+10.3%
DBX vs NWSA
+2.3%
+8.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | -3.3% | +2.2% | -5.5% | -4.1% |
| 30D | -5.9% | -8.8% | +2.9% | -3.3% |
| 3M | -6.7% | -6.5% | -0.2% | -4.9% |
| 6M | +28.0% | +1.5% | +26.5% | +26.0% |
| YTD | +20.6% | +4.0% | +16.6% | +18.4% |
| 1Y | +10.3% | +3.4% | +6.9% | +8.5% |
| All | +10.3% | +2.3% | +8.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling