+90.0%
OKTA vs BWA
+68.2%
+21.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +13.8% | -5.5% | +19.3% | +15.0% |
| 3M | +48.9% | -7.6% | +56.5% | +50.9% |
| 6M | +114.9% | +25.0% | +90.0% | +101.6% |
| YTD | +97.9% | +47.0% | +50.9% | +74.3% |
| 1Y | +89.7% | +54.0% | +35.7% | +64.2% |
| All | +90.0% | +68.2% | +21.7% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling