+24.0%
DBX vs NWSA
+29.1%
-5.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +2.0% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | -5.9% | -11.3% | +5.5% | -1.2% |
| 3M | -0.4% | -8.1% | +7.7% | +2.8% |
| 6M | +29.8% | -0.7% | +30.5% | +28.7% |
| YTD | +20.5% | +1.3% | +19.2% | +18.1% |
| 1Y | +8.7% | -1.3% | +10.0% | +7.8% |
| All | +24.0% | +29.1% | -5.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling