-32.6%
OKTA vs WCC
+211.6%
-244.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | +0.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +13.8% | -6.1% | +19.9% | +16.1% |
| 3M | +48.9% | +3.1% | +45.8% | +45.8% |
| 6M | +114.9% | +28.2% | +86.7% | +89.7% |
| YTD | +97.9% | +41.1% | +56.8% | +67.3% |
| 1Y | +89.7% | +61.3% | +28.4% | +51.0% |
| 3Y | +95.8% | +123.6% | -27.8% | +24.3% |
| 5Y | -32.6% | +214.8% | -247.4% | -65.9% |
| All | -32.6% | +211.6% | -244.3% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling