+44.6%
OKE vs WCN
+16.1%
+28.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.1% |
| 7D | -5.2% | +6.7% | -11.9% | -6.5% |
| 30D | +1.1% | +24.3% | -23.2% | -3.5% |
| 3M | +2.2% | +16.1% | -13.9% | -0.8% |
| 6M | 0.0% | +19.9% | -19.9% | -3.8% |
| YTD | +26.5% | +10.1% | +16.4% | +22.5% |
| 1Y | +44.6% | +14.4% | +30.2% | +41.0% |
| All | +44.6% | +16.1% | +28.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling