+1,171.8%
DVN vs WEC
+3,978.4%
-2,806.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +14.2% | -1.3% | +15.5% | +14.6% |
| 3M | +5.2% | -3.9% | +9.2% | +6.6% |
| 6M | +11.9% | -8.3% | +20.2% | +15.0% |
| YTD | +32.8% | +3.1% | +29.8% | +30.9% |
| 1Y | +38.6% | +1.9% | +36.6% | +36.9% |
| 3Y | +0.5% | +41.9% | -41.4% | -13.2% |
| 5Y | +111.0% | +30.8% | +80.3% | +85.1% |
| 10Y | +56.1% | +141.9% | -85.8% | -3.4% |
| All | +1,171.8% | +3,978.4% | -2,806.6% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling