+90.1%
OKTA vs WAB
+48.2%
+41.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +2.1% |
| 30D | +16.0% | -4.4% | +20.5% | +15.1% |
| 3M | +38.2% | +7.9% | +30.3% | +39.2% |
| 6M | +137.8% | +8.7% | +129.1% | +137.7% |
| YTD | +97.3% | +33.0% | +64.3% | +79.5% |
| 1Y | +90.1% | +46.7% | +43.5% | +65.4% |
| All | +90.1% | +48.2% | +41.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling