+1,024.2%
DVN vs WM
+28,547.2%
-27,523.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -19.1% | +1.2% | -20.3% | -19.3% |
| 30D | -11.8% | +13.1% | -24.9% | -14.0% |
| 3M | -1.5% | +3.6% | -5.1% | -2.3% |
| 6M | -8.2% | +8.1% | -16.3% | -9.7% |
| YTD | +17.4% | +8.9% | +8.5% | +15.3% |
| 1Y | +33.5% | +20.3% | +13.1% | +28.6% |
| 3Y | -0.3% | +46.2% | -46.5% | -7.8% |
| 5Y | +22.7% | +59.9% | -37.2% | +11.4% |
| 10Y | +51.8% | +345.6% | -293.8% | +17.8% |
| All | +1,024.2% | +28,547.2% | -27,523.0% | +594.3% |
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