+608.2%
OKTA vs BWA
+131.0%
+477.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +13.0% | -2.9% | +16.0% | +13.7% |
| 3M | +41.7% | -10.7% | +52.4% | +45.1% |
| 6M | +105.9% | +26.5% | +79.5% | +91.8% |
| YTD | +92.6% | +49.1% | +43.5% | +69.9% |
| 1Y | +81.1% | +52.1% | +29.0% | +58.6% |
| 3Y | +84.8% | +72.6% | +12.3% | +53.2% |
| 5Y | -34.4% | +89.4% | -123.8% | -47.8% |
| All | +608.2% | +131.0% | +477.2% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling