+90.0%
OKTA vs WAB
+164.6%
-74.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +13.8% | -5.9% | +19.7% | +15.5% |
| 3M | +48.9% | +9.4% | +39.5% | +43.4% |
| 6M | +114.9% | +13.8% | +101.1% | +101.2% |
| YTD | +97.9% | +31.8% | +66.1% | +70.8% |
| 1Y | +89.7% | +48.5% | +41.2% | +53.8% |
| All | +90.0% | +164.6% | -74.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling