+864.3%
DVN vs WWD
+15,097.2%
-14,232.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | +12.6% | -6.4% | +19.0% | +15.1% |
| 3M | +8.1% | -5.6% | +13.7% | +8.7% |
| 6M | +10.2% | -9.1% | +19.3% | +10.3% |
| YTD | +33.8% | +12.5% | +21.3% | +22.9% |
| 1Y | +43.9% | +41.3% | +2.6% | +20.1% |
| 3Y | +1.7% | +170.2% | -168.5% | -35.2% |
| 5Y | +119.6% | +192.5% | -72.9% | +33.1% |
| 10Y | +53.7% | +476.9% | -423.2% | -24.3% |
| All | +864.3% | +15,097.2% | -14,232.9% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling