+9.0%
DVN vs WELL
+201.0%
-192.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.5% | -2.2% | +4.8% | +2.7% |
| 30D | +10.2% | +4.7% | +5.5% | +9.8% |
| 3M | +8.1% | +11.9% | -3.8% | +7.2% |
| 6M | +15.9% | +14.3% | +1.6% | +14.7% |
| YTD | +38.2% | +28.4% | +9.9% | +34.9% |
| 1Y | +44.5% | +42.3% | +2.2% | +39.1% |
| All | +9.0% | +201.0% | -192.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 3y: compounded portfolio wealth divided by compounded WELL 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…
3y analysis · Full analysis span regression · 6 months rolling