+282.6%
WDAY vs DVN
+20.6%
+262.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | +3.7% | +12.6% | -8.9% | +1.5% |
| 3M | +29.6% | +8.1% | +21.4% | +27.4% |
| 6M | +23.3% | +10.2% | +13.2% | +20.6% |
| YTD | -13.3% | +33.8% | -47.0% | -18.2% |
| 1Y | -19.6% | +43.9% | -63.5% | -25.4% |
| 3Y | -25.7% | +1.7% | -27.4% | -27.9% |
| 5Y | -31.6% | +119.6% | -151.2% | -43.9% |
| 10Y | +109.9% | +53.7% | +56.2% | +57.6% |
| All | +282.6% | +20.6% | +262.0% | +207.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling