+137.0%
OKE vs GWRE
+15.1%
+122.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.2% | -13.2% | +14.5% | +2.9% |
| 30D | +4.5% | -18.6% | +23.1% | +6.4% |
| 3M | +9.6% | +18.9% | -9.3% | +5.7% |
| 6M | +15.4% | -11.0% | +26.3% | +15.0% |
| YTD | +36.5% | -29.9% | +66.4% | +41.2% |
| 1Y | +39.0% | -44.3% | +83.3% | +49.7% |
| 3Y | +74.3% | +51.7% | +22.6% | +49.4% |
| All | +137.0% | +15.1% | +122.0% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling