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  • OKE vs ACWI✓SelectedUSD · ACWIOKE vs ACWI performance historyLatest closeAs of-0.33%09/04
Stock and ETF performance explorer

OKE vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,200.6%
ACWI return
+356.8%
Excess return
+843.8%
Maximum drawdown
-80.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.3%0.0%-0.3%-0.3%
7D+0.7%+0.5%+0.2%+0.1%
30D+9.4%+0.9%+8.5%+8.2%
3M+8.6%+2.4%+6.2%+4.7%
6M+15.3%+12.4%+2.9%-1.2%
YTD+34.8%+15.2%+19.6%+11.9%
1Y+35.3%+22.7%+12.6%+4.2%
3Y+69.5%+75.8%-6.3%-13.9%
5Y+135.2%+67.7%+67.5%+25.8%
10Y+261.7%+229.0%+32.7%+1.8%
All+1,200.6%+356.8%+843.8%+127.1%

Cumulative growth

Daily Returns

Daily percentage return beside ACWI.

Daily Out/Under-Performance

Portfolio return minus ACWI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ACWI 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 ACWI 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