+39.0%
OKE vs NWSA
+3.0%
+36.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -2.8% | +4.0% | +1.2% |
| 30D | +4.5% | +3.0% | +1.5% | +4.4% |
| 3M | +9.6% | +12.3% | -2.7% | +9.8% |
| 6M | +15.4% | +21.9% | -6.5% | +15.3% |
| YTD | +36.5% | +13.6% | +22.9% | +36.8% |
| 1Y | +39.0% | +0.5% | +38.5% | +39.3% |
| All | +39.0% | +3.0% | +36.0% | +39.3% |
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