+7.8%
DVN vs W
+176.2%
-168.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.8% |
| 7D | +1.5% | -4.2% | +5.7% | +2.0% |
| 30D | +14.2% | -7.6% | +21.8% | +15.1% |
| 3M | +5.2% | +37.2% | -31.9% | -0.6% |
| 6M | +11.9% | +26.3% | -14.4% | +5.7% |
| YTD | +32.8% | -1.0% | +33.8% | +28.8% |
| 1Y | +38.6% | +20.1% | +18.5% | +29.4% |
| 3Y | +0.5% | +37.8% | -37.3% | -13.8% |
| 5Y | +111.0% | -63.7% | +174.7% | +98.8% |
| 10Y | +56.1% | +156.3% | -100.2% | -9.9% |
| All | +7.8% | +176.2% | -168.4% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling