+403.1%
OKE vs WING
+407.0%
-3.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +12.8% | -6.0% | +18.9% | +13.7% |
| 3M | +11.9% | -23.5% | +35.4% | +16.3% |
| 6M | +14.9% | -52.0% | +66.8% | +29.0% |
| YTD | +37.7% | -53.8% | +91.5% | +54.0% |
| 1Y | +44.1% | -63.8% | +107.9% | +68.0% |
| 3Y | +75.3% | -30.8% | +106.0% | +62.3% |
| 5Y | +144.0% | -34.3% | +178.3% | +117.2% |
| 10Y | +249.7% | +352.4% | -102.7% | +49.8% |
| All | +403.1% | +407.0% | -3.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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