+81.1%
OKTA vs NWSA
+3.0%
+78.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | +13.0% | +3.0% | +10.0% | +12.4% |
| 3M | +41.7% | +12.3% | +29.4% | +36.7% |
| 6M | +105.9% | +21.9% | +84.1% | +92.5% |
| YTD | +92.6% | +13.6% | +79.0% | +85.6% |
| 1Y | +81.1% | +0.5% | +80.6% | +81.5% |
| All | +81.1% | +3.0% | +78.1% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling