+14.6%
DVN vs WING
+405.9%
-391.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +1.5% | -3.9% | +5.4% | +2.1% |
| 30D | +14.2% | -11.6% | +25.8% | +15.9% |
| 3M | +5.2% | -24.2% | +29.4% | +8.7% |
| 6M | +11.9% | -54.1% | +65.9% | +23.9% |
| YTD | +32.8% | -53.9% | +86.7% | +45.6% |
| 1Y | +38.6% | -64.4% | +102.9% | +57.7% |
| 3Y | +0.5% | -30.2% | +30.7% | -7.6% |
| 5Y | +111.0% | -34.1% | +145.1% | +88.0% |
| 10Y | +56.1% | +342.1% | -286.0% | -29.3% |
| All | +14.6% | +405.9% | -391.3% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling