+15,968.0%
OKE vs BBWI
+980.0%
+14,988.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.4% |
| 7D | +1.2% | -4.8% | +6.1% | +2.2% |
| 30D | +4.5% | +3.5% | +1.0% | +3.4% |
| 3M | +9.6% | -0.3% | +9.9% | +8.5% |
| 6M | +15.4% | -5.4% | +20.7% | +13.8% |
| YTD | +36.5% | -4.7% | +41.2% | +33.3% |
| 1Y | +39.0% | -30.5% | +69.4% | +43.5% |
| 3Y | +74.3% | -44.3% | +118.6% | +80.1% |
| 5Y | +141.2% | -66.9% | +208.1% | +168.4% |
| 10Y | +262.1% | -55.3% | +317.4% | +219.7% |
| All | +15,968.0% | +980.0% | +14,988.0% | +6,813.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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