-30.8%
WDAY vs DVN
+119.4%
-150.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -10.5% | +2.5% | -13.1% | -10.9% |
| 30D | +2.1% | +10.2% | -8.1% | +0.6% |
| 3M | +34.6% | +8.1% | +26.5% | +32.7% |
| 6M | +29.9% | +15.9% | +14.0% | +26.5% |
| YTD | -13.8% | +38.2% | -52.1% | -18.6% |
| 1Y | -18.3% | +44.5% | -62.8% | -23.5% |
| 3Y | -26.2% | +5.1% | -31.3% | -29.0% |
| 5Y | -30.8% | +124.3% | -155.1% | -32.5% |
| All | -30.8% | +119.4% | -150.2% | -32.5% |
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 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