+634.8%
OKTA vs WSM
+944.3%
-309.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.9% | +2.6% | +3.3% | +5.0% |
| 30D | +14.6% | -9.3% | +23.9% | +18.3% |
| 3M | +44.0% | +7.1% | +36.9% | +40.5% |
| 6M | +116.7% | +21.7% | +95.0% | +101.6% |
| YTD | +99.8% | +28.7% | +71.0% | +81.9% |
| 1Y | +84.1% | +13.9% | +70.2% | +73.9% |
| 3Y | +97.7% | +232.2% | -134.5% | +19.5% |
| 5Y | -35.2% | +176.4% | -211.6% | -59.4% |
| All | +634.8% | +944.3% | -309.5% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling