+7,423.3%
OKE vs WAT
+10,694.9%
-3,271.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | +6.1% | -1.7% | +7.8% | +6.4% |
| 3M | +10.4% | +9.1% | +1.4% | +8.1% |
| 6M | +14.2% | +32.4% | -18.3% | +6.1% |
| YTD | +35.3% | +6.6% | +28.8% | +31.3% |
| 1Y | +40.6% | +34.7% | +5.9% | +29.0% |
| 3Y | +72.2% | +53.6% | +18.6% | +49.4% |
| 5Y | +139.6% | -4.1% | +143.7% | +128.4% |
| 10Y | +259.1% | +167.9% | +91.2% | +174.9% |
| All | +7,423.3% | +10,694.9% | -3,271.6% | +3,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling