+9.5%
DVN vs WTW
+61.9%
-52.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +4.5% | -5.7% | +10.2% | +5.1% |
| 30D | +12.0% | -7.3% | +19.2% | +12.7% |
| 3M | +13.4% | +21.5% | -8.1% | +10.8% |
| 6M | +12.1% | +9.6% | +2.5% | +10.5% |
| YTD | +38.8% | -3.3% | +42.1% | +39.5% |
| 1Y | +46.0% | -6.1% | +52.2% | +47.7% |
| 3Y | +9.5% | +61.8% | -52.3% | +8.1% |
| All | +9.5% | +61.9% | -52.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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