+15,968.0%
OKE vs GWW
+14,002.4%
+1,965.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.7% |
| 7D | +1.2% | -3.4% | +4.6% | +2.5% |
| 30D | +4.5% | -1.9% | +6.4% | +5.2% |
| 3M | +9.6% | -2.4% | +12.0% | +10.3% |
| 6M | +15.4% | +15.7% | -0.4% | +8.2% |
| YTD | +36.5% | +27.6% | +8.9% | +22.9% |
| 1Y | +39.0% | +27.2% | +11.8% | +25.0% |
| 3Y | +74.3% | +89.7% | -15.4% | +33.0% |
| 5Y | +141.2% | +223.9% | -82.7% | +47.7% |
| 10Y | +262.1% | +567.1% | -305.0% | +67.9% |
| All | +15,968.0% | +14,002.4% | +1,965.6% | +3,464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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