+258.5%
OKE vs WAT
+170.9%
+87.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +4.5% | -1.9% | +6.4% | +5.0% |
| 3M | +9.6% | +13.5% | -3.9% | +4.7% |
| 6M | +15.4% | +37.2% | -21.9% | +1.6% |
| YTD | +36.5% | +7.5% | +29.0% | +30.1% |
| 1Y | +39.0% | +35.0% | +4.0% | +20.6% |
| 3Y | +74.3% | +55.1% | +19.2% | +32.3% |
| 5Y | +141.2% | -2.8% | +144.0% | +124.9% |
| All | +258.5% | +170.9% | +87.6% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling