+9.5%
DVN vs NWSA
+43.3%
-33.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -2.8% | +7.3% | +5.3% |
| 30D | +12.0% | +3.0% | +8.9% | +10.9% |
| 3M | +13.4% | +12.3% | +1.1% | +9.1% |
| 6M | +12.1% | +21.9% | -9.8% | +3.9% |
| YTD | +38.8% | +13.6% | +25.3% | +32.1% |
| 1Y | +46.0% | +0.5% | +45.5% | +46.8% |
| 3Y | +9.5% | +43.8% | -34.3% | -5.8% |
| All | +9.5% | +43.3% | -33.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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