+258.5%
OKE vs WST
+344.2%
-85.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | +4.5% | -1.7% | +6.2% | +4.8% |
| 3M | +9.6% | +4.9% | +4.7% | +8.6% |
| 6M | +15.4% | +45.5% | -30.2% | +7.6% |
| YTD | +36.5% | +26.1% | +10.3% | +30.1% |
| 1Y | +39.0% | +31.7% | +7.3% | +31.0% |
| 3Y | +74.3% | -12.1% | +86.4% | +69.8% |
| 5Y | +141.2% | -23.6% | +164.8% | +135.8% |
| All | +258.5% | +344.2% | -85.7% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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