+67.3%
DVN vs WSM
+1,071.8%
-1,004.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | +12.0% | -7.7% | +19.7% | +14.6% |
| 3M | +13.4% | +3.8% | +9.6% | +11.3% |
| 6M | +12.1% | +22.7% | -10.6% | +2.7% |
| YTD | +38.8% | +28.0% | +10.8% | +24.7% |
| 1Y | +46.0% | +12.7% | +33.3% | +36.3% |
| 3Y | +9.5% | +231.3% | -221.8% | -35.7% |
| 5Y | +125.3% | +177.2% | -51.9% | +33.2% |
| All | +67.3% | +1,071.8% | -1,004.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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