+56.1%
DVN vs WM
+331.3%
-275.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +2.0% |
| 7D | +7.8% | +1.2% | +6.6% | +7.2% |
| 30D | -7.9% | +15.2% | -23.2% | -15.4% |
| 3M | +3.7% | +8.3% | -4.6% | -1.4% |
| 6M | +0.2% | +13.1% | -12.9% | -7.4% |
| YTD | +28.6% | +12.5% | +16.1% | +19.0% |
| 1Y | +34.6% | +21.8% | +12.8% | +18.8% |
| 3Y | +11.8% | +48.8% | -37.0% | -15.7% |
| 5Y | +37.6% | +62.1% | -24.5% | -3.9% |
| All | +56.1% | +331.3% | -275.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling