+116.7%
OKTA vs GWW
+17.0%
+99.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.9% |
| 7D | +5.9% | -0.5% | +6.3% | +5.9% |
| 30D | +14.6% | -1.4% | +16.0% | +14.0% |
| 3M | +44.0% | -3.6% | +47.6% | +41.7% |
| 6M | +116.7% | +15.1% | +101.6% | +119.8% |
| All | +116.7% | +17.0% | +99.7% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 6mo: compounded portfolio wealth divided by compounded GWW 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…
6mo analysis · Full analysis span regression · 6 months rolling