-34.6%
OKTA vs SW
-2.6%
-32.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -19.0% | +2.3% | -21.3% | -19.3% |
| 30D | -22.6% | +6.8% | -29.4% | -23.6% |
| 3M | +17.5% | -5.2% | +22.7% | +18.4% |
| 6M | +117.8% | +7.4% | +110.4% | +112.7% |
| YTD | +95.1% | +17.4% | +77.7% | +85.7% |
| 1Y | +96.4% | +27.1% | +69.4% | +83.8% |
| 3Y | +149.0% | +47.9% | +101.1% | +118.3% |
| All | -34.6% | -2.6% | -32.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling