-32.8%
OKTA vs SW
-1.6%
-31.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.5% | -8.9% | -10.1% |
| 7D | -22.9% | +4.7% | -27.5% | -23.5% |
| 30D | -21.7% | +5.0% | -26.7% | -22.5% |
| 3M | +16.4% | -7.3% | +23.7% | +17.8% |
| 6M | +120.1% | +15.0% | +105.2% | +112.0% |
| YTD | +97.9% | +18.5% | +79.4% | +88.1% |
| 1Y | +96.4% | +27.1% | +69.3% | +83.8% |
| 3Y | +144.9% | +49.3% | +95.6% | +114.4% |
| 5Y | -32.8% | -1.6% | -31.2% | -38.8% |
| All | -32.8% | -1.6% | -31.2% | -38.8% |
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