+119.7%
DVN vs W
-62.9%
+182.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.1% | +5.9% | -6.0% | -0.5% |
| 30D | +8.0% | -3.0% | +11.0% | +8.1% |
| 3M | +11.9% | +40.3% | -28.4% | +7.9% |
| 6M | +10.6% | +32.2% | -21.6% | +6.5% |
| YTD | +35.4% | -0.3% | +35.7% | +33.3% |
| 1Y | +46.5% | +16.2% | +30.3% | +40.9% |
| 3Y | +3.0% | +40.7% | -37.8% | -8.8% |
| All | +119.7% | -62.9% | +182.6% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling