+255.2%
OKE vs WM
+306.3%
-51.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +2.2% |
| 30D | +4.6% | -5.3% | +9.9% | +8.6% |
| 3M | +6.9% | -4.2% | +11.2% | +9.9% |
| 6M | +15.8% | -8.1% | +23.8% | +22.1% |
| YTD | +35.2% | -1.4% | +36.6% | +35.3% |
| 1Y | +37.6% | +0.2% | +37.3% | +35.5% |
| 3Y | +72.0% | +43.1% | +28.9% | +24.3% |
| 5Y | +139.0% | +49.8% | +89.1% | +61.4% |
| All | +255.2% | +306.3% | -51.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling