+51.6%
SW vs DBX
+39.0%
+12.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.7% |
| 7D | +12.1% | -1.1% | +13.2% | +12.2% |
| 30D | +6.6% | +5.0% | +1.5% | +6.0% |
| 3M | -6.0% | +4.6% | -10.6% | -6.6% |
| 6M | +21.5% | +43.9% | -22.5% | +16.1% |
| YTD | +20.3% | +29.9% | -9.5% | +17.1% |
| 1Y | +28.1% | +24.6% | +3.5% | +25.3% |
| All | +51.6% | +39.0% | +12.6% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling