+11.4%
WBD vs DVN
+69.2%
-57.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.7% | +4.5% | -5.3% | -1.9% |
| 30D | +1.4% | +12.0% | -10.6% | -1.8% |
| 3M | +4.4% | +13.4% | -9.0% | +0.5% |
| 6M | +0.8% | +12.1% | -11.3% | -3.3% |
| YTD | -2.7% | +38.8% | -41.5% | -12.5% |
| 1Y | +73.4% | +46.0% | +27.4% | +53.1% |
| 3Y | +142.1% | +9.5% | +132.6% | +128.5% |
| 5Y | +7.2% | +125.3% | -118.0% | -18.5% |
| All | +11.4% | +69.2% | -57.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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