+39.0%
DVN vs W
+21.5%
+17.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +11.0% | -18.3% | -5.5% |
| 7D | -13.9% | +8.4% | -22.3% | -12.5% |
| 30D | -8.0% | +16.5% | -24.6% | -5.4% |
| 3M | +0.8% | +6.4% | -5.6% | +2.7% |
| 6M | -12.8% | +90.5% | -103.3% | -0.6% |
| YTD | +22.7% | +23.1% | -0.3% | +37.3% |
| 1Y | +39.0% | +24.3% | +14.7% | +56.0% |
| All | +39.0% | +21.5% | +17.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling