+712.6%
OKTA vs SW
+139.6%
+573.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.2% |
| 7D | -14.2% | +12.1% | -26.2% | -15.4% |
| 30D | -12.5% | +6.6% | -19.0% | -13.2% |
| 3M | +29.2% | -6.0% | +35.3% | +30.0% |
| 6M | +147.3% | +21.5% | +125.9% | +140.3% |
| YTD | +120.9% | +20.3% | +100.6% | +114.2% |
| 1Y | +119.7% | +28.1% | +91.5% | +111.2% |
| 3Y | +173.4% | +51.6% | +121.8% | +155.5% |
| 5Y | -25.3% | -0.1% | -25.1% | -29.8% |
| All | +712.6% | +139.6% | +573.0% | +626.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling