+608.2%
OKTA vs WAT
+162.3%
+445.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +13.0% | -1.9% | +14.9% | +14.1% |
| 3M | +41.7% | +13.5% | +28.2% | +34.1% |
| 6M | +105.9% | +37.2% | +68.7% | +79.0% |
| YTD | +92.6% | +7.5% | +85.0% | +84.2% |
| 1Y | +81.1% | +35.0% | +46.0% | +55.6% |
| 3Y | +84.8% | +55.1% | +29.8% | +40.6% |
| 5Y | -34.4% | -2.8% | -31.6% | -38.5% |
| All | +608.2% | +162.3% | +445.9% | +286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling