+132.8%
WFC vs DVN
+4.2%
+128.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.2% |
| 30D | +2.3% | +10.2% | -7.9% | +0.1% |
| 3M | +9.8% | +8.1% | +1.6% | +7.7% |
| 6M | +15.6% | +15.9% | -0.3% | +10.2% |
| YTD | -2.4% | +38.2% | -40.7% | -12.2% |
| 1Y | +13.8% | +44.5% | -30.7% | +0.6% |
| All | +132.8% | +4.2% | +128.6% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling