-32.6%
OKTA vs WING
-35.5%
+2.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +13.8% | -0.5% | +14.3% | +13.0% |
| 3M | +48.9% | -23.9% | +72.8% | +58.4% |
| 6M | +114.9% | -48.9% | +163.8% | +154.2% |
| YTD | +97.9% | -53.3% | +151.2% | +135.6% |
| 1Y | +89.7% | -60.3% | +150.0% | +136.1% |
| 3Y | +95.8% | -30.1% | +125.9% | +66.1% |
| 5Y | -32.6% | -36.2% | +3.6% | -50.7% |
| All | -32.6% | -35.5% | +2.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling