+27.1%
SW vs DBX
+19.2%
+7.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -1.1% |
| 7D | +2.3% | -4.4% | +6.7% | +2.1% |
| 30D | +6.8% | +4.8% | +2.0% | +7.1% |
| 3M | -5.2% | +0.3% | -5.5% | -5.0% |
| 6M | +7.4% | +40.4% | -33.0% | +13.6% |
| YTD | +17.4% | +24.7% | -7.3% | +23.0% |
| 1Y | +27.1% | +20.9% | +6.2% | +31.4% |
| All | +27.1% | +19.2% | +7.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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