+617.5%
OKTA vs SW
+133.8%
+483.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -19.0% | +2.3% | -21.3% | -19.2% |
| 30D | -22.6% | +6.8% | -29.4% | -23.2% |
| 3M | +17.5% | -5.2% | +22.7% | +18.1% |
| 6M | +117.8% | +7.4% | +110.4% | +114.8% |
| YTD | +95.1% | +17.4% | +77.7% | +89.7% |
| 1Y | +96.4% | +27.1% | +69.4% | +89.1% |
| 3Y | +149.0% | +47.9% | +101.1% | +133.4% |
| 5Y | -33.8% | -2.6% | -31.3% | -37.6% |
| All | +617.5% | +133.8% | +483.7% | +543.1% |
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