+119.7%
OKTA vs WCN
+16.1%
+103.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +1.2% |
| 7D | -14.2% | +6.7% | -20.9% | -13.3% |
| 30D | -12.5% | +24.3% | -36.8% | -10.6% |
| 3M | +29.2% | +16.1% | +13.1% | +32.3% |
| 6M | +147.3% | +19.9% | +127.4% | +152.7% |
| YTD | +120.9% | +10.1% | +110.9% | +128.4% |
| 1Y | +119.7% | +14.4% | +105.3% | +126.2% |
| All | +119.7% | +16.1% | +103.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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