+124.3%
DVN vs WWD
+187.1%
-62.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.5% | -2.9% | +5.4% | +3.2% |
| 30D | +10.2% | -6.6% | +16.8% | +11.8% |
| 3M | +8.1% | -9.3% | +17.4% | +9.4% |
| 6M | +15.9% | -13.6% | +29.5% | +17.3% |
| YTD | +38.2% | +10.4% | +27.9% | +27.5% |
| 1Y | +44.5% | +39.9% | +4.6% | +20.6% |
| 3Y | +5.1% | +165.0% | -159.9% | -34.4% |
| 5Y | +124.3% | +183.8% | -59.5% | +30.9% |
| All | +124.3% | +187.1% | -62.8% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling