+38.6%
DVN vs WEC
+1.8%
+36.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +14.2% | -1.3% | +15.5% | +14.4% |
| 3M | +5.2% | -3.9% | +9.2% | +6.1% |
| 6M | +11.9% | -8.3% | +20.2% | +13.8% |
| YTD | +32.8% | +3.1% | +29.8% | +32.3% |
| 1Y | +38.6% | +1.9% | +36.6% | +37.2% |
| All | +38.6% | +1.8% | +36.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling