+90.1%
OKTA vs WAT
+41.4%
+48.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | +16.0% | +2.3% | +13.7% | +15.6% |
| 3M | +38.2% | +8.7% | +29.4% | +35.5% |
| 6M | +137.8% | +28.3% | +109.5% | +127.0% |
| YTD | +97.3% | +7.8% | +89.5% | +93.7% |
| 1Y | +90.1% | +36.6% | +53.5% | +78.9% |
| All | +90.1% | +41.4% | +48.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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