+13.5%
WFC vs DVN
+47.2%
-33.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | +0.4% | +4.5% | -4.2% | +0.6% |
| 30D | +1.5% | +12.0% | -10.4% | +2.1% |
| 3M | +10.2% | +13.4% | -3.2% | +11.1% |
| 6M | +18.8% | +12.1% | +6.7% | +18.9% |
| YTD | -1.5% | +38.8% | -40.4% | -3.2% |
| 1Y | +13.5% | +46.0% | -32.5% | +10.5% |
| All | +13.5% | +47.2% | -33.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling