+636.1%
DVN vs WAT
+10,694.9%
-10,058.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.1% | -1.8% | +1.7% | +0.3% |
| 30D | +8.0% | -1.7% | +9.7% | +8.3% |
| 3M | +11.9% | +9.1% | +2.9% | +9.1% |
| 6M | +10.6% | +32.4% | -21.8% | +1.7% |
| YTD | +35.4% | +6.6% | +28.8% | +30.8% |
| 1Y | +46.5% | +34.7% | +11.8% | +33.0% |
| 3Y | +3.0% | +53.6% | -50.6% | -11.4% |
| 5Y | +120.5% | -4.1% | +124.6% | +110.7% |
| 10Y | +62.5% | +167.9% | -105.4% | +22.2% |
| All | +636.1% | +10,694.9% | -10,058.8% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling