+119.7%
OKTA vs WOLF
-3.0%
+122.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.7% |
| 7D | -14.2% | -14.5% | +0.3% | -13.9% |
| 30D | -12.5% | -32.0% | +19.6% | -12.3% |
| 3M | +29.2% | -15.8% | +45.0% | +29.6% |
| 6M | +147.3% | -36.6% | +183.9% | +141.9% |
| YTD | +120.9% | +30.9% | +90.0% | +109.3% |
| 1Y | +119.7% | +4.1% | +115.6% | +108.9% |
| All | +119.7% | -3.0% | +122.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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