+658.7%
OKTA vs SW
+135.2%
+523.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.0% | +2.2% | -8.1% | -6.2% |
| 30D | -23.2% | +7.4% | -30.6% | -23.8% |
| 3M | +18.3% | -5.9% | +24.2% | +19.0% |
| 6M | +112.6% | +9.0% | +103.6% | +109.3% |
| YTD | +106.3% | +18.1% | +88.1% | +100.4% |
| 1Y | +108.0% | +28.7% | +79.4% | +100.0% |
| 3Y | +163.2% | +48.8% | +114.4% | +146.6% |
| 5Y | -30.9% | +2.5% | -33.3% | -35.0% |
| All | +658.7% | +135.2% | +523.4% | +579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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