-32.6%
OKTA vs BWA
+86.5%
-119.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +13.8% | -5.5% | +19.3% | +15.8% |
| 3M | +48.9% | -7.6% | +56.5% | +52.2% |
| 6M | +114.9% | +25.0% | +90.0% | +93.9% |
| YTD | +97.9% | +47.0% | +50.9% | +63.4% |
| 1Y | +89.7% | +54.0% | +35.7% | +52.8% |
| 3Y | +95.8% | +70.7% | +25.1% | +46.0% |
| 5Y | -32.6% | +86.7% | -119.3% | -56.1% |
| All | -32.6% | +86.5% | -119.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling