+8,598.6%
WFC vs OKE
+15,960.4%
-7,361.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +2.5% | +6.1% | -3.6% | +0.2% |
| 3M | +10.0% | +10.4% | -0.5% | +5.5% |
| 6M | +15.1% | +14.2% | +0.9% | +8.3% |
| YTD | -2.2% | +35.3% | -37.5% | -14.0% |
| 1Y | +13.5% | +40.6% | -27.2% | -1.8% |
| 3Y | +135.2% | +72.2% | +63.0% | +86.7% |
| 5Y | +128.3% | +139.6% | -11.3% | +58.2% |
| 10Y | +142.4% | +259.1% | -116.7% | +29.8% |
| All | +8,598.6% | +15,960.4% | -7,361.8% | +1,245.1% |
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