+66.6%
DVN vs WMB
+304.7%
-238.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +5.2% |
| 7D | +2.5% | -1.7% | +4.2% | +4.0% |
| 30D | +10.2% | +0.7% | +9.5% | +8.4% |
| 3M | +8.1% | +1.5% | +6.6% | +5.0% |
| 6M | +15.9% | +0.1% | +15.8% | +13.7% |
| YTD | +38.2% | +22.9% | +15.3% | +9.2% |
| 1Y | +44.5% | +27.9% | +16.6% | +8.2% |
| 3Y | +5.1% | +139.1% | -134.0% | -62.0% |
| 5Y | +124.3% | +270.9% | -146.6% | -47.6% |
| All | +66.6% | +304.7% | -238.1% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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