+677.8%
OKTA vs WEC
+163.9%
+513.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +8.4% | +2.3% | +6.1% | +8.3% |
| 30D | -13.7% | +11.1% | -24.8% | -14.2% |
| 3M | +18.0% | +8.4% | +9.6% | +17.5% |
| 6M | +133.8% | +7.5% | +126.3% | +132.7% |
| YTD | +111.5% | +15.3% | +96.1% | +108.3% |
| 1Y | +118.3% | +9.7% | +108.6% | +116.3% |
| 3Y | +168.0% | +64.7% | +103.3% | +149.5% |
| 5Y | -30.1% | +57.3% | -87.3% | -35.1% |
| All | +677.8% | +163.9% | +513.9% | +591.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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