-30.6%
WDAY vs OKE
+138.0%
-168.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.5% |
| 30D | +5.9% | +4.5% | +1.5% | +4.5% |
| 3M | +42.3% | +9.6% | +32.7% | +38.0% |
| 6M | +34.7% | +15.4% | +19.3% | +28.3% |
| YTD | -13.5% | +36.5% | -50.0% | -22.3% |
| 1Y | -18.1% | +39.0% | -57.0% | -26.9% |
| 3Y | -26.4% | +74.3% | -100.7% | -41.6% |
| All | -30.6% | +138.0% | -168.7% | -49.5% |
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