+9,739.2%
OKE vs BWA
+3,394.0%
+6,345.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | +4.6% | -5.5% | +10.1% | +6.3% |
| 3M | +6.9% | -7.6% | +14.6% | +9.0% |
| 6M | +15.8% | +25.0% | -9.2% | +5.1% |
| YTD | +35.2% | +47.0% | -11.8% | +14.3% |
| 1Y | +37.6% | +54.0% | -16.4% | +14.0% |
| 3Y | +72.0% | +70.7% | +1.4% | +33.3% |
| 5Y | +139.0% | +86.7% | +52.3% | +76.1% |
| 10Y | +258.7% | +154.0% | +104.8% | +135.8% |
| All | +9,739.2% | +3,394.0% | +6,345.2% | +3,608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling