+40.5%
DVN vs SW
+183.3%
-142.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -12.8% | +1.8% | -14.6% | -13.0% |
| 30D | -12.1% | +7.0% | -19.2% | -12.7% |
| 3M | -0.7% | -7.6% | +6.9% | -0.2% |
| 6M | -5.8% | +8.5% | -14.3% | -7.2% |
| YTD | +17.9% | +17.7% | +0.3% | +14.5% |
| 1Y | +29.0% | +27.1% | +2.0% | +24.1% |
| 3Y | +6.0% | +48.2% | -42.2% | +0.4% |
| 5Y | +22.1% | -2.3% | +24.5% | +16.9% |
| 10Y | +40.5% | +183.3% | -142.8% | +16.9% |
| All | +40.5% | +183.3% | -142.8% | +16.9% |
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