+9.5%
DVN vs WSM
+230.1%
-220.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +12.0% | -7.7% | +19.7% | +13.2% |
| 3M | +13.4% | +3.8% | +9.6% | +12.4% |
| 6M | +12.1% | +22.7% | -10.6% | +7.3% |
| YTD | +38.8% | +28.0% | +10.8% | +31.1% |
| 1Y | +46.0% | +12.7% | +33.3% | +41.4% |
| 3Y | +9.5% | +231.3% | -221.8% | -19.6% |
| All | +9.5% | +230.1% | -220.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling