+5,338.8%
OKE vs IWD
+726.5%
+4,612.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.4% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | +9.4% | +0.6% | +8.8% | +8.6% |
| 3M | +8.6% | +7.2% | +1.3% | +0.1% |
| 6M | +15.3% | +16.2% | -0.9% | -3.5% |
| YTD | +34.8% | +23.3% | +11.4% | +5.4% |
| 1Y | +35.3% | +29.6% | +5.7% | 0.0% |
| 3Y | +69.5% | +70.5% | -1.0% | -7.1% |
| 5Y | +135.2% | +73.5% | +61.7% | +28.2% |
| 10Y | +261.7% | +198.3% | +63.4% | +27.3% |
| All | +5,338.8% | +726.5% | +4,612.3% | +644.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling