+137.0%
OKE vs WY
-22.2%
+159.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.2% | -4.2% | +5.4% | +2.9% |
| 30D | +4.5% | -10.1% | +14.6% | +8.6% |
| 3M | +9.6% | -8.5% | +18.1% | +12.8% |
| 6M | +15.4% | -3.3% | +18.7% | +15.2% |
| YTD | +36.5% | -4.4% | +40.9% | +36.3% |
| 1Y | +39.0% | -11.5% | +50.5% | +43.5% |
| 3Y | +74.3% | -24.3% | +98.6% | +88.7% |
| All | +137.0% | -22.2% | +159.3% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling