+57.3%
DVN vs WST
+456.5%
-399.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | +10.4% | +4.2% | +6.1% | +9.5% |
| 30D | -6.7% | +11.2% | -17.9% | -8.4% |
| 3M | +5.6% | +20.4% | -14.8% | +2.2% |
| 6M | +0.7% | +37.9% | -37.2% | -5.2% |
| YTD | +29.6% | +51.8% | -22.2% | +19.2% |
| 1Y | +36.3% | +56.6% | -20.3% | +24.5% |
| 3Y | +13.2% | +24.2% | -11.1% | +1.9% |
| 5Y | +38.6% | +0.7% | +37.9% | +28.0% |
| All | +57.3% | +456.5% | -399.3% | -13.8% |
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