+40.4%
DVN vs NWSA
+120.6%
-80.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | +2.5% | -4.8% | +7.3% | +5.6% |
| 30D | +10.2% | +3.0% | +7.2% | +8.0% |
| 3M | +8.1% | +9.3% | -1.2% | +1.2% |
| 6M | +15.9% | +23.2% | -7.3% | -0.5% |
| YTD | +38.2% | +13.3% | +24.9% | +23.9% |
| 1Y | +44.5% | +2.9% | +41.6% | +36.8% |
| 3Y | +5.1% | +43.3% | -38.2% | -21.5% |
| 5Y | +124.3% | +40.9% | +83.4% | +60.5% |
| 10Y | +65.9% | +148.1% | -82.2% | -26.7% |
| All | +40.4% | +120.6% | -80.2% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling