+127.9%
WFC vs DVN
+119.4%
+8.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.3% |
| 30D | +2.3% | +10.2% | -7.9% | 0.0% |
| 3M | +9.8% | +8.1% | +1.6% | +7.4% |
| 6M | +15.6% | +15.9% | -0.3% | +10.4% |
| YTD | -2.4% | +38.2% | -40.7% | -11.2% |
| 1Y | +13.8% | +44.5% | -30.7% | +2.0% |
| 3Y | +134.6% | +5.1% | +129.5% | +122.9% |
| 5Y | +127.9% | +124.3% | +3.6% | +70.8% |
| All | +127.9% | +119.4% | +8.5% | +70.8% |
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