+67.3%
DVN vs WEC
+146.6%
-79.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | +12.0% | -2.6% | +14.6% | +12.3% |
| 3M | +13.4% | -6.0% | +19.4% | +14.3% |
| 6M | +12.1% | -5.4% | +17.5% | +12.8% |
| YTD | +38.8% | +2.5% | +36.4% | +38.3% |
| 1Y | +46.0% | -0.7% | +46.7% | +45.9% |
| 3Y | +9.5% | +38.7% | -29.2% | +4.4% |
| 5Y | +125.3% | +31.7% | +93.6% | +116.0% |
| All | +67.3% | +146.6% | -79.3% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling