+19,418.1%
SHW vs OKE
+15,943.7%
+3,474.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.5% | 0.0% | -4.4% | -4.5% |
| 30D | -12.7% | +4.6% | -17.3% | -13.7% |
| 3M | +4.7% | +6.9% | -2.3% | +2.6% |
| 6M | -3.4% | +15.8% | -19.2% | -7.6% |
| YTD | -1.3% | +35.2% | -36.5% | -9.3% |
| 1Y | -10.4% | +37.6% | -47.9% | -18.0% |
| 3Y | +20.1% | +72.0% | -51.9% | +2.6% |
| 5Y | +10.5% | +139.0% | -128.5% | -14.1% |
| 10Y | +280.3% | +258.7% | +21.5% | +136.3% |
| All | +19,418.1% | +15,943.7% | +3,474.4% | +4,423.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling