+608.2%
OKTA vs NWSA
+160.5%
+447.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | +13.0% | +3.0% | +10.0% | +11.6% |
| 3M | +41.7% | +12.3% | +29.4% | +34.0% |
| 6M | +105.9% | +21.9% | +84.1% | +87.4% |
| YTD | +92.6% | +13.6% | +79.0% | +80.3% |
| 1Y | +81.1% | +0.5% | +80.6% | +78.6% |
| 3Y | +84.8% | +43.8% | +41.1% | +56.1% |
| 5Y | -34.4% | +41.2% | -75.6% | -45.0% |
| All | +608.2% | +160.5% | +447.7% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling