+612.9%
OKTA vs BWA
+129.7%
+483.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +0.7% | +4.3% | -3.6% | -0.3% |
| 30D | +13.0% | -2.9% | +15.9% | +13.7% |
| 3M | +43.4% | -12.4% | +55.9% | +47.6% |
| 6M | +107.6% | +28.6% | +79.1% | +92.6% |
| YTD | +93.8% | +48.2% | +45.6% | +71.3% |
| 1Y | +80.8% | +50.9% | +29.9% | +58.8% |
| 3Y | +91.8% | +72.2% | +19.6% | +59.1% |
| 5Y | -36.4% | +91.1% | -127.4% | -49.4% |
| All | +612.9% | +129.7% | +483.2% | +405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling