+44.6%
OKE vs WU
-18.0%
+62.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.1% | -3.2% |
| 7D | -5.2% | +8.2% | -13.4% | -4.7% |
| 30D | +1.1% | +8.0% | -6.9% | +1.7% |
| 3M | +2.2% | -6.6% | +8.9% | +1.8% |
| 6M | 0.0% | -23.3% | +23.3% | -1.0% |
| YTD | +26.5% | -22.4% | +48.9% | +24.6% |
| 1Y | +44.6% | -18.0% | +62.6% | +42.0% |
| All | +44.6% | -18.0% | +62.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling