+3.6%
WBD vs DVN
+120.4%
-116.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.7% | +4.5% | -5.3% | -2.2% |
| 30D | +1.4% | +12.0% | -10.6% | -2.4% |
| 3M | +4.4% | +13.4% | -9.0% | -0.2% |
| 6M | +0.8% | +12.1% | -11.3% | -4.3% |
| YTD | -2.7% | +38.8% | -41.5% | -14.8% |
| 1Y | +73.4% | +46.0% | +27.4% | +48.2% |
| 3Y | +142.1% | +9.5% | +132.6% | +121.0% |
| All | +3.6% | +120.4% | -116.8% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling