+1,196.2%
DVN vs WSM
+34,771.0%
-33,574.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | +8.0% | -9.3% | +17.3% | +9.6% |
| 3M | +11.9% | +7.1% | +4.8% | +10.2% |
| 6M | +10.6% | +21.7% | -11.1% | +6.0% |
| YTD | +35.4% | +28.7% | +6.6% | +28.2% |
| 1Y | +46.5% | +13.9% | +32.6% | +41.3% |
| 3Y | +3.0% | +232.2% | -229.2% | -18.9% |
| 5Y | +120.5% | +176.4% | -55.9% | +75.0% |
| 10Y | +62.5% | +1,072.4% | -1,010.0% | +0.9% |
| All | +1,196.2% | +34,771.0% | -33,574.9% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling