+351.4%
DVN vs WCN
+6,686.9%
-6,335.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | +8.0% | -3.0% | +11.0% | +8.8% |
| 3M | +11.9% | +2.5% | +9.4% | +11.1% |
| 6M | +10.6% | -5.7% | +16.3% | +12.1% |
| YTD | +35.4% | -7.4% | +42.8% | +37.7% |
| 1Y | +46.5% | -8.6% | +55.1% | +49.2% |
| 3Y | +3.0% | +19.4% | -16.4% | -2.8% |
| 5Y | +120.5% | +27.2% | +93.3% | +104.2% |
| 10Y | +62.5% | +238.5% | -176.1% | +20.7% |
| All | +351.4% | +6,686.9% | -6,335.5% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling