+612.9%
OKTA vs WAB
+279.6%
+333.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | +13.0% | -2.4% | +15.4% | +13.7% |
| 3M | +43.4% | +9.7% | +33.8% | +38.4% |
| 6M | +107.6% | +16.5% | +91.1% | +95.1% |
| YTD | +93.8% | +33.7% | +60.1% | +73.2% |
| 1Y | +80.8% | +49.7% | +31.2% | +55.5% |
| 3Y | +91.8% | +170.9% | -79.1% | +35.9% |
| 5Y | -36.4% | +228.0% | -264.4% | -57.0% |
| All | +612.9% | +279.6% | +333.3% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling