+6.8%
DVN vs WST
-13.7%
+20.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | +8.0% | -4.3% | +12.3% | +8.3% |
| 3M | +11.9% | +0.7% | +11.2% | +11.8% |
| 6M | +10.6% | +36.0% | -25.4% | +7.7% |
| YTD | +35.4% | +22.7% | +12.6% | +32.8% |
| 1Y | +46.5% | +34.1% | +12.4% | +42.6% |
| All | +6.8% | -13.7% | +20.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling