+608.2%
OKTA vs GWW
+539.8%
+68.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -2.4% | -3.4% | +1.0% | -1.4% |
| 30D | +13.0% | -1.9% | +14.9% | +13.7% |
| 3M | +41.7% | -2.4% | +44.1% | +42.3% |
| 6M | +105.9% | +15.7% | +90.2% | +94.8% |
| YTD | +92.6% | +27.6% | +65.0% | +75.6% |
| 1Y | +81.1% | +27.2% | +53.9% | +65.2% |
| 3Y | +84.8% | +89.7% | -4.8% | +47.1% |
| 5Y | -34.4% | +223.9% | -258.4% | -55.6% |
| All | +608.2% | +539.8% | +68.5% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling