+90.1%
OKTA vs WSM
+19.9%
+70.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | +2.6% | -3.3% | +5.9% | +3.4% |
| 30D | +16.0% | -8.4% | +24.4% | +18.5% |
| 3M | +38.2% | +9.7% | +28.5% | +35.0% |
| 6M | +137.8% | +16.7% | +121.1% | +127.5% |
| YTD | +97.3% | +28.7% | +68.6% | +86.4% |
| 1Y | +90.1% | +13.7% | +76.4% | +82.0% |
| All | +90.1% | +19.9% | +70.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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