+3,364.0%
OKE vs WTW
+1,102.0%
+2,262.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +1.2% | -5.7% | +7.0% | +3.9% |
| 30D | +4.5% | -7.3% | +11.7% | +7.8% |
| 3M | +9.6% | +21.5% | -11.9% | -0.3% |
| 6M | +15.4% | +9.6% | +5.7% | +8.7% |
| YTD | +36.5% | -3.3% | +39.7% | +35.0% |
| 1Y | +39.0% | -6.1% | +45.1% | +39.1% |
| 3Y | +74.3% | +61.8% | +12.5% | +33.1% |
| 5Y | +141.2% | +42.7% | +98.5% | +93.3% |
| 10Y | +262.1% | +197.2% | +64.9% | +114.2% |
| All | +3,364.0% | +1,102.0% | +2,262.0% | +1,278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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