+18,420.3%
WDC vs OKE
+15,960.4%
+2,459.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.7% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +10.1% | +6.1% | +4.0% | +7.5% |
| 3M | -6.8% | +10.4% | -17.3% | -11.4% |
| 6M | +84.1% | +14.2% | +70.0% | +71.1% |
| YTD | +180.3% | +35.3% | +144.9% | +141.3% |
| 1Y | +411.1% | +40.6% | +370.5% | +330.0% |
| 3Y | +1,375.0% | +72.2% | +1,302.8% | +1,030.3% |
| 5Y | +991.6% | +139.6% | +851.9% | +623.4% |
| 10Y | +1,309.1% | +259.1% | +1,050.0% | +610.6% |
| All | +18,420.3% | +15,960.4% | +2,459.8% | +2,690.4% |
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