+67.3%
DVN vs WU
-39.1%
+106.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +4.5% | -3.5% | +8.0% | +6.1% |
| 30D | +12.0% | -2.9% | +14.9% | +13.1% |
| 3M | +13.4% | -2.3% | +15.7% | +11.1% |
| 6M | +12.1% | -25.4% | +37.5% | +24.8% |
| YTD | +38.8% | -21.2% | +60.0% | +49.5% |
| 1Y | +46.0% | -8.9% | +54.9% | +43.3% |
| 3Y | +9.5% | -29.0% | +38.5% | +19.0% |
| 5Y | +125.3% | -50.7% | +176.0% | +197.3% |
| All | +67.3% | -39.1% | +106.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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