+612.9%
OKTA vs WCN
+196.3%
+416.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.1% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +13.0% | -2.1% | +15.1% | +14.4% |
| 3M | +43.4% | +6.4% | +37.1% | +36.4% |
| 6M | +107.6% | -3.7% | +111.3% | +109.3% |
| YTD | +93.8% | -6.4% | +100.2% | +98.8% |
| 1Y | +80.8% | -7.9% | +88.8% | +86.5% |
| 3Y | +91.8% | +20.8% | +71.0% | +57.5% |
| 5Y | -36.4% | +29.0% | -65.4% | -50.8% |
| All | +612.9% | +196.3% | +416.5% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling