+67.3%
DVN vs WWD
+498.2%
-431.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.3% |
| 7D | +4.5% | -2.6% | +7.1% | +5.9% |
| 30D | +12.0% | -6.9% | +18.9% | +16.0% |
| 3M | +13.4% | -13.0% | +26.4% | +19.9% |
| 6M | +12.1% | -12.5% | +24.6% | +14.1% |
| YTD | +38.8% | +11.8% | +27.0% | +20.4% |
| 1Y | +46.0% | +41.1% | +5.0% | +7.7% |
| 3Y | +9.5% | +163.1% | -153.6% | -49.2% |
| 5Y | +125.3% | +187.6% | -62.4% | -6.6% |
| All | +67.3% | +498.2% | -431.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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