+55.3%
DVN vs SW
+182.3%
-127.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.6% |
| 7D | +1.9% | -2.6% | +4.4% | +2.1% |
| 30D | -8.2% | +7.2% | -15.4% | -8.8% |
| 3M | -0.3% | -10.5% | +10.1% | +0.4% |
| 6M | -2.5% | +9.9% | -12.4% | -4.1% |
| YTD | +25.0% | +17.2% | +7.8% | +21.4% |
| 1Y | +31.1% | +26.5% | +4.6% | +26.2% |
| 3Y | +8.7% | +47.7% | -38.9% | +3.0% |
| 5Y | +33.3% | +0.2% | +33.1% | +27.3% |
| 10Y | +55.3% | +182.3% | -127.0% | +29.9% |
| All | +55.3% | +182.3% | -127.0% | +29.9% |
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