+46.0%
DVN vs W
+10.7%
+35.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.6% |
| 7D | +4.5% | -0.9% | +5.4% | +4.4% |
| 30D | +12.0% | -4.2% | +16.2% | +11.4% |
| 3M | +13.4% | +26.9% | -13.5% | +18.8% |
| 6M | +12.1% | +31.2% | -19.1% | +20.0% |
| YTD | +38.8% | -1.8% | +40.7% | +47.2% |
| 1Y | +46.0% | +9.3% | +36.7% | +53.1% |
| All | +46.0% | +10.7% | +35.3% | +53.1% |
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