+137.0%
OKE vs WPM
+263.6%
-126.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +4.5% | +14.4% | -9.9% | +2.9% |
| 3M | +9.6% | +37.0% | -27.4% | +5.7% |
| 6M | +15.4% | +4.1% | +11.2% | +14.8% |
| YTD | +36.5% | +31.7% | +4.7% | +29.3% |
| 1Y | +39.0% | +44.2% | -5.2% | +28.7% |
| 3Y | +74.3% | +265.5% | -191.2% | +25.5% |
| All | +137.0% | +263.6% | -126.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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