+15,770.1%
OKE vs WM
+26,336.4%
-10,566.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +9.4% | -2.4% | +11.8% | +9.9% |
| 3M | +8.6% | +0.4% | +8.1% | +8.4% |
| 6M | +15.3% | -9.5% | +24.8% | +17.8% |
| YTD | +34.8% | +0.5% | +34.3% | +34.5% |
| 1Y | +35.3% | -1.1% | +36.4% | +35.4% |
| 3Y | +69.5% | +46.0% | +23.4% | +55.3% |
| 5Y | +135.2% | +51.8% | +83.4% | +113.6% |
| 10Y | +261.7% | +307.5% | -45.8% | +178.6% |
| All | +15,770.1% | +26,336.4% | -10,566.3% | +10,449.7% |
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