+14,591.6%
OKE vs WM
+28,683.0%
-14,091.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -5.0% | +1.2% | -6.1% | -5.2% |
| 30D | -1.6% | +13.7% | -15.3% | -4.5% |
| 3M | -2.2% | +5.2% | -7.4% | -3.4% |
| 6M | +5.0% | +11.2% | -6.2% | +2.4% |
| YTD | +24.8% | +9.4% | +15.3% | +22.0% |
| 1Y | +35.1% | +20.4% | +14.7% | +29.3% |
| 3Y | +57.5% | +44.7% | +12.8% | +44.4% |
| 5Y | +81.5% | +58.5% | +23.1% | +63.1% |
| 10Y | +225.3% | +326.4% | -101.0% | +147.1% |
| All | +14,591.6% | +28,683.0% | -14,091.4% | +9,471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling