+39.0%
DVN vs WING
-23.2%
+62.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.7% | -11.1% | -7.1% |
| 7D | -13.9% | +21.0% | -34.9% | -12.8% |
| 30D | -8.0% | +56.9% | -64.9% | -5.4% |
| 3M | +0.8% | +38.4% | -37.6% | +3.2% |
| 6M | -12.8% | +12.0% | -24.7% | -11.8% |
| YTD | +22.7% | -29.2% | +52.0% | +22.1% |
| 1Y | +39.0% | -28.8% | +67.8% | +38.7% |
| All | +39.0% | -23.2% | +62.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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