+634.8%
OKTA vs NWSA
+162.1%
+472.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.2% |
| 7D | +5.9% | -3.1% | +8.9% | +7.3% |
| 30D | +14.6% | +4.3% | +10.3% | +12.5% |
| 3M | +44.0% | +9.2% | +34.8% | +37.8% |
| 6M | +116.7% | +21.6% | +95.1% | +97.4% |
| YTD | +99.8% | +14.2% | +85.6% | +86.6% |
| 1Y | +84.1% | +1.8% | +82.3% | +80.6% |
| 3Y | +97.7% | +44.4% | +53.2% | +66.6% |
| 5Y | -35.2% | +41.0% | -76.1% | -45.6% |
| All | +634.8% | +162.1% | +472.7% | +409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling