+11,746.8%
OKE vs WWD
+14,805.6%
-3,058.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | 0.0% | -2.9% | +2.8% | +0.9% |
| 30D | +4.6% | -6.6% | +11.2% | +6.8% |
| 3M | +6.9% | -9.3% | +16.3% | +9.3% |
| 6M | +15.8% | -13.6% | +29.4% | +18.5% |
| YTD | +35.2% | +10.4% | +24.8% | +27.1% |
| 1Y | +37.6% | +39.9% | -2.3% | +18.9% |
| 3Y | +72.0% | +165.0% | -93.0% | +18.4% |
| 5Y | +139.0% | +183.8% | -44.8% | +57.8% |
| 10Y | +258.7% | +486.6% | -227.9% | +95.3% |
| All | +11,746.8% | +14,805.6% | -3,058.8% | +4,039.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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