+1,029.3%
DVN vs WM
+28,589.7%
-27,560.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -12.8% | -0.5% | -12.3% | -12.8% |
| 30D | -12.1% | +13.3% | -25.4% | -14.3% |
| 3M | -0.7% | +4.4% | -5.1% | -1.7% |
| 6M | -5.8% | +10.8% | -16.6% | -7.8% |
| YTD | +17.9% | +9.1% | +8.9% | +15.8% |
| 1Y | +29.0% | +19.1% | +9.9% | +24.6% |
| 3Y | +6.0% | +45.7% | -39.7% | -1.9% |
| 5Y | +22.1% | +60.4% | -38.3% | +10.8% |
| 10Y | +40.5% | +328.7% | -288.2% | +9.6% |
| All | +1,029.3% | +28,589.7% | -27,560.4% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling