+84.8%
OKTA vs WAT
+54.7%
+30.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +13.0% | -1.9% | +14.9% | +13.8% |
| 3M | +41.7% | +13.5% | +28.2% | +36.3% |
| 6M | +105.9% | +37.2% | +68.7% | +87.6% |
| YTD | +92.6% | +7.5% | +85.0% | +87.5% |
| 1Y | +81.1% | +35.0% | +46.0% | +63.3% |
| 3Y | +84.8% | +55.1% | +29.8% | +50.2% |
| All | +84.8% | +54.7% | +30.1% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling