+3,947.4%
OKE vs WCN
+6,610.8%
-2,663.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | 0.0% | -4.4% | +4.4% | +1.3% |
| 30D | +4.6% | -4.4% | +9.0% | +5.9% |
| 3M | +6.9% | +0.5% | +6.5% | +6.7% |
| 6M | +15.8% | -3.3% | +19.0% | +16.6% |
| YTD | +35.2% | -8.5% | +43.7% | +38.0% |
| 1Y | +37.6% | -8.9% | +46.5% | +40.5% |
| 3Y | +72.0% | +18.0% | +54.0% | +62.8% |
| 5Y | +139.0% | +25.0% | +113.9% | +122.0% |
| 10Y | +258.7% | +234.7% | +24.0% | +167.0% |
| All | +3,947.4% | +6,610.8% | -2,663.4% | +1,776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling