+67.3%
DVN vs WY
+7.6%
+59.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +4.5% | -4.2% | +8.7% | +7.3% |
| 30D | +12.0% | -10.1% | +22.1% | +19.4% |
| 3M | +13.4% | -8.5% | +21.9% | +18.5% |
| 6M | +12.1% | -3.3% | +15.4% | +11.1% |
| YTD | +38.8% | -4.4% | +43.2% | +37.5% |
| 1Y | +46.0% | -11.5% | +57.5% | +51.9% |
| 3Y | +9.5% | -24.3% | +33.8% | +22.7% |
| 5Y | +125.3% | -21.3% | +146.6% | +139.2% |
| All | +67.3% | +7.6% | +59.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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