+1,654.8%
WULF vs DVN
+882.5%
+772.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.0% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | -3.6% | +10.2% | -13.8% | -4.7% |
| 3M | -30.4% | +8.1% | -38.5% | -31.2% |
| 6M | +12.5% | +15.9% | -3.4% | +9.5% |
| YTD | +40.5% | +38.2% | +2.2% | +33.7% |
| 1Y | +53.0% | +44.5% | +8.5% | +44.4% |
| 3Y | +796.7% | +5.1% | +791.5% | +777.7% |
| 5Y | -30.9% | +124.3% | -155.2% | -35.3% |
| 10Y | +76.1% | +65.9% | +10.2% | +61.5% |
| All | +1,654.8% | +882.5% | +772.2% | +1,601.5% |
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 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