+35.3%
OKE vs BWA
+59.1%
-23.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | +0.7% | +5.7% | -5.0% | +1.0% |
| 30D | +9.4% | +1.4% | +8.0% | +9.5% |
| 3M | +8.6% | -12.1% | +20.7% | +8.4% |
| 6M | +15.3% | +28.6% | -13.3% | +15.9% |
| YTD | +34.8% | +51.1% | -16.3% | +32.6% |
| 1Y | +35.3% | +55.9% | -20.6% | +32.8% |
| All | +35.3% | +59.1% | -23.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling