-33.3%
OKTA vs WCN
+24.9%
-58.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.4% | -3.1% | +0.7% | -0.8% |
| 30D | +13.0% | -3.4% | +16.4% | +14.9% |
| 3M | +41.7% | +3.0% | +38.7% | +38.0% |
| 6M | +105.9% | -3.8% | +109.7% | +107.7% |
| YTD | +92.6% | -8.3% | +100.9% | +99.8% |
| 1Y | +81.1% | -9.7% | +90.8% | +88.9% |
| 3Y | +84.8% | +17.2% | +67.7% | +52.7% |
| All | -33.3% | +24.9% | -58.2% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling