+612.9%
OKTA vs WEC
+138.3%
+474.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.8% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +13.0% | +0.3% | +12.7% | +12.9% |
| 3M | +43.4% | -2.9% | +46.4% | +43.6% |
| 6M | +107.6% | -5.9% | +113.5% | +108.3% |
| YTD | +93.8% | +4.1% | +89.7% | +92.0% |
| 1Y | +80.8% | +3.1% | +77.7% | +79.1% |
| 3Y | +91.8% | +40.8% | +51.0% | +81.0% |
| 5Y | -36.4% | +31.7% | -68.1% | -40.0% |
| All | +612.9% | +138.3% | +474.5% | +537.7% |
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