+37.6%
DVN vs WST
-0.5%
+38.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +7.8% | +4.9% | +3.0% | +7.2% |
| 30D | -7.9% | +10.7% | -18.6% | -9.1% |
| 3M | +3.7% | +16.8% | -13.1% | +1.7% |
| 6M | +0.2% | +32.0% | -31.8% | -3.4% |
| YTD | +28.6% | +49.9% | -21.3% | +21.4% |
| 1Y | +34.6% | +50.6% | -16.0% | +26.9% |
| 3Y | +11.8% | +21.4% | -9.6% | +3.4% |
| 5Y | +37.6% | -0.6% | +38.1% | +23.6% |
| All | +37.6% | -0.5% | +38.0% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling