+49.4%
DVN vs WPM
+5,972.6%
-5,923.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | +7.0% | -8.3% | -3.0% |
| 30D | +12.6% | +15.7% | -3.1% | +8.2% |
| 3M | +8.1% | +35.2% | -27.1% | -1.1% |
| 6M | +10.2% | +6.1% | +4.1% | +5.5% |
| YTD | +33.8% | +32.6% | +1.2% | +19.6% |
| 1Y | +43.9% | +46.9% | -3.0% | +24.3% |
| 3Y | +1.7% | +276.3% | -274.6% | -33.8% |
| 5Y | +119.6% | +260.0% | -140.4% | +42.3% |
| 10Y | +53.7% | +508.5% | -454.8% | -22.1% |
| All | +49.4% | +5,972.6% | -5,923.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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