+86.7%
OKTA vs WETO
-99.4%
+186.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -2.8% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | +13.0% | -39.9% | +52.9% | +12.5% |
| 3M | +41.7% | -97.9% | +139.6% | +44.3% |
| 6M | +105.9% | -95.0% | +201.0% | +106.0% |
| YTD | +92.6% | -97.2% | +189.7% | +91.4% |
| 1Y | +81.1% | -98.9% | +180.0% | +77.3% |
| All | +86.7% | -99.4% | +186.1% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling