+29.6%
DVN vs WU
-22.3%
+51.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | -0.1% | -4.9% | +4.8% | +2.4% |
| 30D | +8.0% | -1.3% | +9.3% | +8.3% |
| 3M | +11.9% | -3.6% | +15.5% | +10.4% |
| 6M | +10.6% | -24.3% | +35.0% | +22.6% |
| YTD | +35.4% | -21.1% | +56.5% | +46.0% |
| 1Y | +46.5% | -10.3% | +56.8% | +45.5% |
| 3Y | +3.0% | -28.4% | +31.3% | +11.7% |
| 5Y | +120.5% | -51.2% | +171.7% | +183.6% |
| 10Y | +62.5% | -39.6% | +102.1% | +88.4% |
| All | +29.6% | -22.3% | +51.8% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling