+86.1%
WULF vs OKE
+35.9%
+50.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.6% |
| 7D | +7.6% | +0.7% | +6.8% | +7.9% |
| 30D | -8.6% | +9.4% | -18.0% | -4.8% |
| 3M | -37.0% | +8.6% | -45.5% | -33.9% |
| 6M | +7.4% | +15.3% | -7.9% | +12.0% |
| YTD | +43.7% | +34.8% | +8.9% | +46.1% |
| 1Y | +86.1% | +35.3% | +50.9% | +94.8% |
| All | +86.1% | +35.9% | +50.3% | +94.8% |
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