+26.9%
WMT vs OKE
+40.8%
-13.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -1.0% |
| 7D | +5.3% | -9.0% | +14.3% | +5.8% |
| 30D | +19.1% | -2.3% | +21.4% | +19.0% |
| 3M | +14.0% | 0.0% | +14.0% | +13.8% |
| 6M | -1.9% | -2.0% | 0.0% | -1.9% |
| YTD | +15.4% | +23.2% | -7.8% | +13.6% |
| 1Y | +26.9% | +36.6% | -9.7% | +24.1% |
| All | +26.9% | +40.8% | -13.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling