+930.2%
OKE vs SW
+722.5%
+207.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -11.3% | +2.3% | -13.6% | -11.3% |
| 30D | -2.2% | +6.8% | -9.0% | -2.4% |
| 3M | -2.0% | -5.2% | +3.2% | -1.9% |
| 6M | +1.8% | +7.4% | -5.6% | +1.3% |
| YTD | +21.7% | +17.4% | +4.3% | +20.4% |
| 1Y | +31.9% | +27.1% | +4.8% | +30.0% |
| 3Y | +49.1% | +47.9% | +1.2% | +46.5% |
| 5Y | +71.9% | -2.6% | +74.5% | +69.2% |
| 10Y | +233.5% | +182.7% | +50.9% | +225.6% |
| All | +930.2% | +722.5% | +207.7% | +1,005.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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