+44.6%
OKE vs NWSA
+18.2%
+26.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.4% | -3.4% |
| 7D | -5.2% | +4.3% | -9.5% | -5.0% |
| 30D | +1.1% | +5.6% | -4.4% | +1.4% |
| 3M | +2.2% | +7.3% | -5.0% | +2.7% |
| 6M | 0.0% | +18.8% | -18.8% | +1.5% |
| YTD | +26.5% | +17.9% | +8.6% | +28.0% |
| 1Y | +44.6% | +19.3% | +25.3% | +46.1% |
| All | +44.6% | +18.2% | +26.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling