+139.6%
OKE vs WM
+51.0%
+88.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | +6.1% | -4.5% | +10.5% | +8.3% |
| 3M | +10.4% | -2.2% | +12.6% | +11.4% |
| 6M | +14.2% | -11.5% | +25.6% | +20.3% |
| YTD | +35.3% | -0.7% | +36.0% | +35.2% |
| 1Y | +40.6% | +0.3% | +40.3% | +39.7% |
| 3Y | +72.2% | +44.2% | +28.0% | +41.6% |
| 5Y | +139.6% | +51.6% | +88.0% | +90.9% |
| All | +139.6% | +51.0% | +88.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling