+119.7%
OKTA vs WPM
+38.8%
+80.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | +0.3% |
| 7D | -14.2% | +3.9% | -18.1% | -14.3% |
| 30D | -12.5% | -3.5% | -9.0% | -12.4% |
| 3M | +29.2% | +14.1% | +15.2% | +28.2% |
| 6M | +147.3% | +6.2% | +141.1% | +146.0% |
| YTD | +120.9% | +12.4% | +108.6% | +112.0% |
| 1Y | +119.7% | +40.0% | +79.7% | +107.1% |
| All | +119.7% | +38.8% | +80.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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