+135.9%
WMT vs OKE
+138.0%
-2.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -7.4% | +4.5% | -11.9% | -8.0% |
| 3M | -10.9% | +9.6% | -20.5% | -12.2% |
| 6M | -12.7% | +15.4% | -28.1% | -14.8% |
| YTD | -3.2% | +36.5% | -39.7% | -8.3% |
| 1Y | +5.3% | +39.0% | -33.7% | -0.7% |
| 3Y | +101.9% | +74.3% | +27.6% | +82.9% |
| All | +135.9% | +138.0% | -2.1% | +104.9% |
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