+22.3%
DBX vs NWSA
+103.7%
-81.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.7% |
| 7D | -2.4% | -1.9% | -0.6% | -1.6% |
| 30D | -0.5% | +4.6% | -5.1% | -2.4% |
| 3M | +28.1% | +13.2% | +14.8% | +21.5% |
| 6M | +33.1% | +27.0% | +6.1% | +20.1% |
| YTD | +25.3% | +16.8% | +8.5% | +16.7% |
| 1Y | +18.3% | +4.5% | +13.8% | +15.3% |
| 3Y | +25.0% | +46.2% | -21.2% | +5.4% |
| 5Y | +7.5% | +40.9% | -33.4% | -10.3% |
| All | +22.3% | +103.7% | -81.4% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling