+38.6%
DVN vs WAT
+41.4%
-2.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.4% |
| 30D | +14.2% | +2.3% | +11.8% | +14.5% |
| 3M | +5.2% | +8.7% | -3.5% | +6.3% |
| 6M | +11.9% | +28.3% | -16.4% | +14.4% |
| YTD | +32.8% | +7.8% | +25.0% | +37.3% |
| 1Y | +38.6% | +36.6% | +2.0% | +43.8% |
| All | +38.6% | +41.4% | -2.8% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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