-15.3%
WDAY vs DVN
+41.2%
-56.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.3% |
| 7D | -4.4% | +1.5% | -5.9% | -4.4% |
| 30D | +14.7% | +14.2% | +0.6% | +13.9% |
| 3M | +32.4% | +5.2% | +27.1% | +32.1% |
| 6M | +36.9% | +11.9% | +25.0% | +37.4% |
| YTD | -8.8% | +32.8% | -41.7% | -8.6% |
| 1Y | -15.3% | +38.6% | -53.9% | -16.3% |
| All | -15.3% | +41.2% | -56.5% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling