+957.1%
WDC vs DVN
+119.4%
+837.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.6% | -5.0% |
| 7D | +4.4% | +2.5% | +1.9% | +3.7% |
| 30D | +5.3% | +10.2% | -4.9% | +2.5% |
| 3M | -5.9% | +8.1% | -14.0% | -8.4% |
| 6M | +73.2% | +15.9% | +57.4% | +63.3% |
| YTD | +167.8% | +38.2% | +129.6% | +137.8% |
| 1Y | +386.0% | +44.5% | +341.5% | +321.5% |
| 3Y | +1,309.7% | +5.1% | +1,304.6% | +1,217.0% |
| 5Y | +957.1% | +124.3% | +832.8% | +671.3% |
| All | +957.1% | +119.4% | +837.7% | +671.3% |
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 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