+8,870.7%
OKE vs WAB
+4,056.8%
+4,813.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +6.1% | -4.6% | +10.6% | +7.7% |
| 3M | +10.4% | +5.6% | +4.8% | +7.7% |
| 6M | +14.2% | +13.8% | +0.3% | +7.7% |
| YTD | +35.3% | +31.9% | +3.5% | +21.1% |
| 1Y | +40.6% | +48.3% | -7.6% | +20.4% |
| 3Y | +72.2% | +167.1% | -94.9% | +19.5% |
| 5Y | +139.6% | +222.9% | -83.3% | +55.3% |
| 10Y | +259.1% | +289.9% | -30.8% | +118.4% |
| All | +8,870.7% | +4,056.8% | +4,813.9% | +3,154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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