+137.0%
OKE vs WCC
+224.0%
-87.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.2% |
| 7D | +1.2% | +1.5% | -0.3% | +0.9% |
| 30D | +4.5% | -2.1% | +6.6% | +4.8% |
| 3M | +9.6% | +3.8% | +5.8% | +7.9% |
| 6M | +15.4% | +35.0% | -19.6% | +5.4% |
| YTD | +36.5% | +46.4% | -9.9% | +21.3% |
| 1Y | +39.0% | +63.0% | -24.0% | +19.2% |
| 3Y | +74.3% | +133.9% | -59.6% | +28.2% |
| All | +137.0% | +224.0% | -87.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling