+18,420.3%
WDC vs DVN
+1,184.0%
+17,236.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +10.1% | +8.0% | +2.1% | +7.4% |
| 3M | -6.8% | +11.9% | -18.7% | -10.8% |
| 6M | +84.1% | +10.6% | +73.5% | +75.3% |
| YTD | +180.3% | +35.4% | +144.9% | +149.6% |
| 1Y | +411.1% | +46.5% | +364.6% | +340.4% |
| 3Y | +1,375.0% | +3.0% | +1,372.0% | +1,289.0% |
| 5Y | +991.6% | +120.5% | +871.0% | +676.2% |
| 10Y | +1,309.1% | +62.5% | +1,246.6% | +819.5% |
| All | +18,420.3% | +1,184.0% | +17,236.2% | +7,961.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling