+258.5%
OKE vs IWD
+203.8%
+54.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +2.4% |
| 30D | +4.5% | -0.8% | +5.3% | +5.6% |
| 3M | +9.6% | +6.9% | +2.7% | -0.7% |
| 6M | +15.4% | +18.3% | -2.9% | -10.5% |
| YTD | +36.5% | +22.4% | +14.1% | +0.3% |
| 1Y | +39.0% | +27.4% | +11.5% | -3.9% |
| 3Y | +74.3% | +71.2% | +3.1% | -22.3% |
| 5Y | +141.2% | +75.7% | +65.5% | +3.5% |
| All | +258.5% | +203.8% | +54.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling