+96.4%
OKTA vs WETO
-99.3%
+195.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.5% | -6.9% | -10.5% |
| 7D | -22.9% | +4.4% | -27.3% | -22.7% |
| 30D | -21.7% | -17.8% | -3.9% | -21.7% |
| 3M | +16.4% | -83.1% | +99.5% | +14.7% |
| 6M | +120.1% | -98.3% | +218.5% | +119.8% |
| YTD | +97.9% | -99.0% | +197.0% | +102.0% |
| 1Y | +96.4% | -99.3% | +195.7% | +109.7% |
| All | +96.4% | -99.3% | +195.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling