-26.4%
WDAY vs DVN
+4.6%
-31.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -5.2% | +4.5% | -9.7% | -5.8% |
| 30D | +5.9% | +12.0% | -6.0% | +4.0% |
| 3M | +42.3% | +13.4% | +28.9% | +38.9% |
| 6M | +34.7% | +12.1% | +22.6% | +31.8% |
| YTD | -13.5% | +38.8% | -52.4% | -18.9% |
| 1Y | -18.1% | +46.0% | -64.1% | -24.2% |
| 3Y | -26.4% | +9.5% | -35.9% | -29.8% |
| All | -26.4% | +4.6% | -31.0% | -29.8% |
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 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