+297.5%
WBD vs DVN
+49.7%
+247.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -0.6% | +2.5% | -3.1% | -1.4% |
| 30D | +4.2% | +10.2% | -6.0% | +1.0% |
| 3M | +7.5% | +8.1% | -0.6% | +4.5% |
| 6M | +1.6% | +15.9% | -14.3% | -4.1% |
| YTD | -2.2% | +38.2% | -40.4% | -13.0% |
| 1Y | +124.9% | +44.5% | +80.4% | +96.2% |
| 3Y | +149.1% | +5.1% | +144.0% | +137.2% |
| 5Y | +7.8% | +124.3% | -116.5% | -22.3% |
| 10Y | +14.9% | +65.9% | -51.0% | -25.6% |
| All | +297.5% | +49.7% | +247.8% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling