+67.3%
DVN vs W
+158.6%
-91.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | +12.0% | -4.2% | +16.2% | +12.4% |
| 3M | +13.4% | +26.9% | -13.5% | +8.2% |
| 6M | +12.1% | +31.2% | -19.1% | +5.0% |
| YTD | +38.8% | -1.8% | +40.7% | +34.5% |
| 1Y | +46.0% | +9.3% | +36.7% | +37.8% |
| 3Y | +9.5% | +33.2% | -23.7% | -6.6% |
| 5Y | +125.3% | -62.4% | +187.7% | +113.0% |
| All | +67.3% | +158.6% | -91.3% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling