+124.3%
DVN vs WAT
-5.3%
+129.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +2.5% | -2.9% | +5.4% | +3.2% |
| 30D | +10.2% | -3.2% | +13.4% | +10.9% |
| 3M | +8.1% | +10.6% | -2.5% | +5.1% |
| 6M | +15.9% | +34.0% | -18.2% | +5.7% |
| YTD | +38.2% | +5.7% | +32.5% | +34.6% |
| 1Y | +44.5% | +37.1% | +7.4% | +28.9% |
| 3Y | +5.1% | +52.4% | -47.2% | -12.5% |
| 5Y | +124.3% | -4.4% | +128.7% | +103.3% |
| All | +124.3% | -5.3% | +129.6% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling