+12.0%
SHW vs OKE
+138.0%
-126.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -3.1% | +1.2% | -4.4% | -3.3% |
| 30D | -10.0% | +4.5% | -14.5% | -10.7% |
| 3M | +2.3% | +9.6% | -7.3% | +0.4% |
| 6M | +0.7% | +15.4% | -14.7% | -2.8% |
| YTD | +0.5% | +36.5% | -36.0% | -7.0% |
| 1Y | -11.5% | +39.0% | -50.4% | -18.5% |
| 3Y | +21.3% | +74.3% | -53.0% | +3.1% |
| All | +12.0% | +138.0% | -126.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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