-2.6%
SW vs DBX
+23.7%
-26.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.4% |
| 7D | +2.3% | -4.4% | +6.7% | +3.1% |
| 30D | +6.8% | +4.8% | +2.0% | +6.0% |
| 3M | -5.2% | +0.3% | -5.5% | -5.4% |
| 6M | +7.4% | +40.4% | -33.0% | +0.6% |
| YTD | +17.4% | +24.7% | -7.3% | +12.3% |
| 1Y | +27.1% | +20.9% | +6.2% | +22.0% |
| 3Y | +47.9% | +34.5% | +13.4% | +33.6% |
| All | -2.6% | +23.7% | -26.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling