+66.6%
DVN vs WST
+341.6%
-275.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +10.2% | -2.0% | +12.2% | +10.6% |
| 3M | +8.1% | +4.1% | +4.0% | +7.2% |
| 6M | +15.9% | +47.4% | -31.6% | +7.3% |
| YTD | +38.2% | +25.4% | +12.8% | +31.6% |
| 1Y | +44.5% | +35.3% | +9.2% | +35.2% |
| 3Y | +5.1% | -11.7% | +16.8% | +1.9% |
| 5Y | +124.3% | -24.0% | +148.3% | +119.2% |
| All | +66.6% | +341.6% | -275.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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