+124.3%
DVN vs WING
-35.5%
+159.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +10.2% | -0.5% | +10.6% | +10.1% |
| 3M | +8.1% | -23.9% | +32.0% | +9.0% |
| 6M | +15.9% | -48.9% | +64.8% | +18.9% |
| YTD | +38.2% | -53.3% | +91.6% | +42.1% |
| 1Y | +44.5% | -60.3% | +104.8% | +49.7% |
| 3Y | +5.1% | -30.1% | +35.2% | -1.7% |
| 5Y | +124.3% | -36.2% | +160.5% | +119.9% |
| All | +124.3% | -35.5% | +159.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling