+139.0%
OKE vs IWD
+72.1%
+66.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +2.6% |
| 30D | +4.6% | -1.8% | +6.4% | +6.6% |
| 3M | +6.9% | +8.0% | -1.1% | -2.3% |
| 6M | +15.8% | +17.0% | -1.2% | -4.3% |
| YTD | +35.2% | +21.3% | +13.9% | +6.6% |
| 1Y | +37.6% | +27.9% | +9.6% | +1.4% |
| 3Y | +72.0% | +70.1% | +2.0% | -10.6% |
| 5Y | +139.0% | +74.2% | +64.8% | +20.1% |
| All | +139.0% | +72.1% | +66.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling