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  • WULF vs OKE✓SelectedUSD · OKEWULF vs OKE performance historyLatest closeAs of+3.72%09/11
Stock and ETF performance explorer

WULF vs OKE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,720.0%
OKE return
+11,947.5%
Excess return
-10,227.5%
Maximum drawdown
-98.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOKEExcessAlpha
1D+3.7%+0.9%+2.8%+3.6%
7D+1.4%+1.2%+0.1%+1.2%
30D-2.6%+4.5%-7.1%-3.3%
3M-34.0%+9.6%-43.6%-35.1%
6M+10.0%+15.4%-5.4%+6.8%
YTD+45.7%+36.5%+9.2%+37.5%
1Y+57.3%+39.0%+18.4%+47.8%
3Y+878.9%+74.3%+804.7%+810.2%
5Y-28.3%+141.2%-169.5%-35.4%
10Y+82.7%+262.1%-179.4%+58.8%
All+1,720.0%+11,947.5%-10,227.5%+1,490.1%

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