+142.1%
WBD vs DVN
+4.6%
+137.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.7% | +4.5% | -5.3% | -2.4% |
| 30D | +1.4% | +12.0% | -10.6% | -3.2% |
| 3M | +4.4% | +13.4% | -9.0% | -1.2% |
| 6M | +0.8% | +12.1% | -11.3% | -5.7% |
| YTD | -2.7% | +38.8% | -41.5% | -18.8% |
| 1Y | +73.4% | +46.0% | +27.4% | +39.6% |
| 3Y | +142.1% | +9.5% | +132.6% | +107.3% |
| All | +142.1% | +4.6% | +137.5% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling