+67.3%
DVN vs WAT
+170.9%
-103.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.0% | -1.9% | +13.8% | +12.6% |
| 3M | +13.4% | +13.5% | -0.1% | +7.1% |
| 6M | +12.1% | +37.2% | -25.1% | -4.1% |
| YTD | +38.8% | +7.5% | +31.3% | +30.9% |
| 1Y | +46.0% | +35.0% | +11.0% | +23.3% |
| 3Y | +9.5% | +55.1% | -45.6% | -19.2% |
| 5Y | +125.3% | -2.8% | +128.1% | +108.7% |
| All | +67.3% | +170.9% | -103.7% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling