May I suggest we change the question? It might make things simpler.
Something we have to keep in mind is that Germany was not able to sustain a long war. It's industry, logistics and politics simply couldn't do it. One example of this was the decision not to build long range bombers, made when the Luftwaffe was created. Germany could afford either a tactical support force or a strategic one; they went with a tactical support. Likewise, german industry couldn't produce enough steel for all demands, which is one of the reasons for the Kriegsmarine to be so weak. So, if Germany went to war it would have to win fast, or become bogged down. With this in mind:
"When did things start to go wrong for Germany?"
For me, this translates into "when did the *fast war* turn into *long grind*". This takes me back to the Battle of Britain. Till then, the germans had it all (pretty much) their way: the 2 major enemies brought down quickly, the 3rd brought to it's knees, everyone in awe of the german war machine, etc.
And then they failed to bring the *fast war* to an end, by not forcing the UK to surrender. This in turn:
-forced a massive diversion of resources to build up the sub navy (they had less than 60 boats of all types);
-caused the loss of (almost) all international Atlantic and Mediterranean sea-based trade (the RN blockades);
-forced the need to maintain, in France, large numbers of 1st rate aircraft and troops (instead of just token police/garrisons), to prevent attacks
-ensured little italian support in Russia, because all their best troops were in Africa and Greece
-forced the entry, by Germany, into the Balkans and Greece, because the Brits were supporting these countries and Italy had problems, which...
-led to the loss of most of the paratroop corps in Crete
-forced german involvement in the Mediterranean, which, even if it involved far fewer ground troops than Russia, still required the support of hundreds of aircraft and dozens of transport and combat ships... which the Axis could ill afford. Not to mention all the logistics of supporting this effort
-ensured the brits could send help to Russia, via the North Sea and, latter on, Persia/Iran
-ensured there was a "naval base" from which to invade France in 1944
Now. Imagine the UK had been forced out of the war in June 1940 (surrender, armistice, doesn't matter). Imagine the full resources of Germany turned on lonely USSR. Imagine that all the german industry was focused on land/air production, with not one more ton of steel than necessary for the navy (why should it? no enemies from the atlantic!). Imagine the Mediterraneum an Axis sea, via which Germany had access to the North African oil. Imagine that Italy could divert it's best divisions (Folgore, Ariete, Bersaglieri, etc) to the USSR, along with it's aircraft.
For me, the Battle of Britain was where Germany started to loose the war.