+282.1%
WDAY vs OKE
+401.5%
-119.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +1.0% | +6.1% | -5.1% | -0.6% |
| 3M | +32.7% | +10.4% | +22.2% | +29.0% |
| 6M | +25.6% | +14.2% | +11.4% | +20.7% |
| YTD | -13.4% | +35.3% | -48.7% | -20.5% |
| 1Y | -19.4% | +40.6% | -60.0% | -26.8% |
| 3Y | -25.8% | +72.2% | -98.0% | -36.9% |
| 5Y | -31.1% | +139.6% | -170.7% | -46.5% |
| 10Y | +113.3% | +259.1% | -145.8% | +36.9% |
| All | +282.1% | +401.5% | -119.4% | +143.3% |
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