+449.9%
OKE vs NWSA
+120.6%
+329.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | 0.0% | -4.8% | +4.7% | +2.3% |
| 30D | +4.6% | +3.0% | +1.6% | +3.0% |
| 3M | +6.9% | +9.3% | -2.4% | +1.7% |
| 6M | +15.8% | +23.2% | -7.4% | +3.1% |
| YTD | +35.2% | +13.3% | +21.9% | +24.6% |
| 1Y | +37.6% | +2.9% | +34.7% | +32.5% |
| 3Y | +72.0% | +43.3% | +28.7% | +37.5% |
| 5Y | +139.0% | +40.9% | +98.1% | +85.0% |
| 10Y | +258.7% | +148.1% | +110.6% | +88.6% |
| All | +449.9% | +120.6% | +329.3% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling