+608.2%
OKTA vs WSM
+938.3%
-330.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +13.0% | -7.7% | +20.8% | +16.0% |
| 3M | +41.7% | +3.8% | +37.9% | +39.6% |
| 6M | +105.9% | +22.7% | +83.3% | +91.1% |
| YTD | +92.6% | +28.0% | +64.5% | +75.7% |
| 1Y | +81.1% | +12.7% | +68.3% | +71.6% |
| 3Y | +84.8% | +231.3% | -146.4% | +11.8% |
| 5Y | -34.4% | +177.2% | -211.6% | -59.0% |
| All | +608.2% | +938.3% | -330.1% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling