+49.3%
SW vs DBX
+37.6%
+11.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +4.7% | -1.5% | +6.1% | +4.8% |
| 30D | +5.0% | +6.0% | -1.0% | +4.3% |
| 3M | -7.3% | +2.2% | -9.5% | -7.7% |
| 6M | +15.0% | +40.7% | -25.8% | +10.2% |
| YTD | +18.5% | +28.6% | -10.1% | +15.4% |
| 1Y | +27.1% | +22.8% | +4.4% | +24.6% |
| All | +49.3% | +37.6% | +11.6% | +24.4% |
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 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