-0.3%
DVN vs WM
+47.1%
-47.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -19.1% | +1.2% | -20.3% | -19.4% |
| 30D | -11.8% | +13.1% | -24.9% | -15.2% |
| 3M | -1.5% | +3.6% | -5.1% | -2.7% |
| 6M | -8.2% | +8.1% | -16.3% | -10.6% |
| YTD | +17.4% | +8.9% | +8.5% | +14.5% |
| 1Y | +33.5% | +20.3% | +13.1% | +27.0% |
| 3Y | -0.3% | +46.2% | -46.5% | -5.1% |
| All | -0.3% | +47.1% | -47.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling