+16,116.0%
OKE vs WST
+12,249.0%
+3,867.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.8% | -4.6% | +17.4% | +14.1% |
| 3M | +11.9% | +5.7% | +6.2% | +10.2% |
| 6M | +14.9% | +37.6% | -22.7% | +5.5% |
| YTD | +37.7% | +23.0% | +14.7% | +29.4% |
| 1Y | +44.1% | +33.8% | +10.2% | +32.0% |
| 3Y | +75.3% | -13.4% | +88.6% | +67.5% |
| 5Y | +144.0% | -27.0% | +171.0% | +137.3% |
| 10Y | +249.7% | +324.5% | -74.8% | +98.1% |
| All | +16,116.0% | +12,249.0% | +3,867.0% | +3,982.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling