+634.8%
OKTA vs WPM
+717.1%
-82.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +5.9% | +3.9% | +2.0% | +5.2% |
| 30D | +14.6% | +17.7% | -3.1% | +10.9% |
| 3M | +44.0% | +39.4% | +4.6% | +34.4% |
| 6M | +116.7% | +6.4% | +110.3% | +111.4% |
| YTD | +99.8% | +34.0% | +65.8% | +84.1% |
| 1Y | +84.1% | +50.5% | +33.5% | +64.4% |
| 3Y | +97.7% | +280.3% | -182.6% | +40.7% |
| 5Y | -35.2% | +266.3% | -301.5% | -54.5% |
| All | +634.8% | +717.1% | -82.3% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling