+608.2%
OKTA vs WST
+348.6%
+259.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | +13.0% | -1.7% | +14.8% | +13.6% |
| 3M | +41.7% | +4.9% | +36.8% | +38.3% |
| 6M | +105.9% | +45.5% | +60.4% | +74.8% |
| YTD | +92.6% | +26.1% | +66.4% | +72.7% |
| 1Y | +81.1% | +31.7% | +49.4% | +58.1% |
| 3Y | +84.8% | -12.1% | +96.9% | +72.3% |
| 5Y | -34.4% | -23.6% | -10.9% | -35.0% |
| All | +608.2% | +348.6% | +259.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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