+1,188.5%
WDC vs DVN
+69.2%
+1,119.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -4.3% | +4.5% | -8.8% | -5.7% |
| 30D | -1.5% | +12.0% | -13.5% | -5.1% |
| 3M | -15.5% | +13.4% | -28.9% | -19.4% |
| 6M | +66.5% | +12.1% | +54.3% | +57.2% |
| YTD | +159.9% | +38.8% | +121.0% | +127.2% |
| 1Y | +366.0% | +46.0% | +319.9% | +296.8% |
| 3Y | +1,285.8% | +9.5% | +1,276.3% | +1,169.8% |
| 5Y | +925.6% | +125.3% | +800.3% | +594.5% |
| All | +1,188.5% | +69.2% | +1,119.3% | +611.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling