+407.7%
DVN vs WCC
+1,675.2%
-1,267.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +3.1% |
| 7D | +2.5% | +1.7% | +0.9% | +1.9% |
| 30D | +10.2% | -6.1% | +16.2% | +12.0% |
| 3M | +8.1% | +3.1% | +5.0% | +5.6% |
| 6M | +15.9% | +28.2% | -12.4% | +3.4% |
| YTD | +38.2% | +41.1% | -2.8% | +19.0% |
| 1Y | +44.5% | +61.3% | -16.8% | +18.2% |
| 3Y | +5.1% | +123.6% | -118.5% | -26.7% |
| 5Y | +124.3% | +214.8% | -90.5% | +33.6% |
| 10Y | +65.9% | +513.6% | -447.7% | -22.4% |
| All | +407.7% | +1,675.2% | -1,267.6% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling