+8,900.6%
WMT vs DVN
+1,184.0%
+7,716.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -5.8% | +8.0% | -13.8% | -6.4% |
| 3M | -10.8% | +11.9% | -22.7% | -11.6% |
| 6M | -14.3% | +10.6% | -25.0% | -15.2% |
| YTD | -4.4% | +35.4% | -39.8% | -6.8% |
| 1Y | +4.3% | +46.5% | -42.1% | +1.0% |
| 3Y | +100.1% | +3.0% | +97.1% | +97.1% |
| 5Y | +130.8% | +120.5% | +10.3% | +112.0% |
| 10Y | +433.7% | +62.5% | +371.3% | +375.4% |
| All | +8,900.6% | +1,184.0% | +7,716.5% | +6,424.9% |
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