+45.9%
DVN vs SW
+182.7%
-136.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -19.1% | +2.3% | -21.4% | -19.2% |
| 30D | -11.8% | +6.8% | -18.6% | -12.4% |
| 3M | -1.5% | -5.2% | +3.7% | -1.2% |
| 6M | -8.2% | +7.4% | -15.6% | -9.5% |
| YTD | +17.4% | +17.4% | 0.0% | +14.0% |
| 1Y | +33.5% | +27.1% | +6.4% | +28.4% |
| 3Y | -0.3% | +47.9% | -48.2% | -5.5% |
| 5Y | +22.7% | -2.6% | +25.3% | +17.5% |
| All | +45.9% | +182.7% | -136.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling