+124.3%
DVN vs WAB
+220.1%
-95.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +10.2% | -5.9% | +16.0% | +13.6% |
| 3M | +8.1% | +9.4% | -1.3% | +1.6% |
| 6M | +15.9% | +13.8% | +2.0% | +4.2% |
| YTD | +38.2% | +31.8% | +6.5% | +12.6% |
| 1Y | +44.5% | +48.5% | -4.0% | +8.0% |
| 3Y | +5.1% | +167.0% | -161.8% | -49.1% |
| 5Y | +124.3% | +222.3% | -98.0% | -9.3% |
| All | +124.3% | +220.1% | -95.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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