+118.6%
DVN vs WCN
+24.9%
+93.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -3.1% | +7.6% | +5.7% |
| 30D | +12.0% | -3.4% | +15.4% | +13.4% |
| 3M | +13.4% | +3.0% | +10.4% | +12.0% |
| 6M | +12.1% | -3.8% | +15.9% | +13.4% |
| YTD | +38.8% | -8.3% | +47.1% | +42.8% |
| 1Y | +46.0% | -9.7% | +55.8% | +50.8% |
| 3Y | +9.5% | +17.2% | -7.7% | -0.7% |
| All | +118.6% | +24.9% | +93.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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