+62.5%
DVN vs WM
+303.2%
-240.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -0.1% | -1.2% | +1.1% | +0.6% |
| 30D | +8.0% | -4.5% | +12.5% | +10.8% |
| 3M | +11.9% | -2.2% | +14.1% | +13.0% |
| 6M | +10.6% | -11.5% | +22.1% | +18.0% |
| YTD | +35.4% | -0.7% | +36.0% | +35.1% |
| 1Y | +46.5% | +0.3% | +46.1% | +44.9% |
| 3Y | +3.0% | +44.2% | -41.2% | -21.1% |
| 5Y | +120.5% | +51.6% | +68.9% | +59.4% |
| 10Y | +62.5% | +310.4% | -248.0% | -23.2% |
| All | +62.5% | +303.2% | -240.8% | -23.2% |
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