+1,171.8%
DVN vs WM
+26,336.4%
-25,164.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +14.2% | -2.4% | +16.6% | +14.7% |
| 3M | +5.2% | +0.4% | +4.8% | +5.1% |
| 6M | +11.9% | -9.5% | +21.4% | +13.9% |
| YTD | +32.8% | +0.5% | +32.3% | +32.6% |
| 1Y | +38.6% | -1.1% | +39.7% | +38.7% |
| 3Y | +0.5% | +46.0% | -45.5% | -6.8% |
| 5Y | +111.0% | +51.8% | +59.2% | +93.8% |
| 10Y | +56.1% | +307.5% | -251.4% | +23.3% |
| All | +1,171.8% | +26,336.4% | -25,164.6% | +698.7% |
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