+1,140.6%
DVN vs WMB
+5,189.1%
-4,048.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +10.4% | +7.8% | +2.5% | +7.6% |
| 30D | -6.7% | -5.1% | -1.6% | -5.0% |
| 3M | +5.6% | -4.7% | +10.3% | +7.2% |
| 6M | +0.7% | -7.4% | +8.1% | +3.1% |
| YTD | +29.6% | +17.5% | +12.1% | +22.4% |
| 1Y | +36.3% | +19.5% | +16.8% | +28.0% |
| 3Y | +13.2% | +121.3% | -108.1% | -13.8% |
| 5Y | +38.6% | +200.5% | -161.9% | -2.0% |
| 10Y | +60.9% | +281.9% | -221.0% | +12.2% |
| All | +1,140.6% | +5,189.1% | -4,048.5% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling