+8,432.7%
WFC vs DVN
+1,168.8%
+7,263.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +0.8% | +12.6% | -11.8% | -2.5% |
| 3M | +9.3% | +8.1% | +1.1% | +6.3% |
| 6M | +10.6% | +10.2% | +0.5% | +6.4% |
| YTD | -4.1% | +33.8% | -37.8% | -12.8% |
| 1Y | +13.6% | +43.9% | -30.3% | +0.9% |
| 3Y | +130.7% | +1.7% | +129.0% | +120.6% |
| 5Y | +126.7% | +119.6% | +7.1% | +67.5% |
| 10Y | +132.1% | +53.7% | +78.4% | +60.1% |
| All | +8,432.7% | +1,168.8% | +7,263.9% | +4,675.4% |
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