+116.7%
OKTA vs WCN
-4.1%
+120.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +2.8% |
| 7D | +5.9% | -1.7% | +7.6% | +5.5% |
| 30D | +14.6% | -3.0% | +17.6% | +13.8% |
| 3M | +44.0% | +2.5% | +41.5% | +43.4% |
| 6M | +116.7% | -5.7% | +122.4% | +135.9% |
| All | +116.7% | -4.1% | +120.8% | +135.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling