+629.1%
DVN vs WAB
+4,056.8%
-3,427.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +8.0% | -4.6% | +12.5% | +9.9% |
| 3M | +11.9% | +5.6% | +6.3% | +8.6% |
| 6M | +10.6% | +13.8% | -3.2% | +3.2% |
| YTD | +35.4% | +31.9% | +3.5% | +18.9% |
| 1Y | +46.5% | +48.3% | -1.8% | +22.3% |
| 3Y | +3.0% | +167.1% | -164.2% | -32.3% |
| 5Y | +120.5% | +222.9% | -102.4% | +35.0% |
| 10Y | +62.5% | +289.9% | -227.5% | -5.6% |
| All | +629.1% | +4,056.8% | -3,427.7% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling