+72.9%
OKE vs WST
-13.7%
+86.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | +6.1% | -4.3% | +10.4% | +6.3% |
| 3M | +10.4% | +0.7% | +9.7% | +10.4% |
| 6M | +14.2% | +36.0% | -21.9% | +12.2% |
| YTD | +35.3% | +22.7% | +12.6% | +33.6% |
| 1Y | +40.6% | +34.1% | +6.5% | +38.0% |
| All | +72.9% | -13.7% | +86.5% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling