+67.3%
DVN vs WCC
+541.6%
-474.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.3% |
| 7D | +4.5% | +1.5% | +3.0% | +3.6% |
| 30D | +12.0% | -2.1% | +14.1% | +12.5% |
| 3M | +13.4% | +3.8% | +9.6% | +9.0% |
| 6M | +12.1% | +35.0% | -22.9% | -8.4% |
| YTD | +38.8% | +46.4% | -7.5% | +7.7% |
| 1Y | +46.0% | +63.0% | -17.0% | +5.8% |
| 3Y | +9.5% | +133.9% | -124.4% | -41.6% |
| 5Y | +125.3% | +226.5% | -101.3% | -14.0% |
| All | +67.3% | +541.6% | -474.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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