+625.6%
OKTA vs WST
+340.4%
+285.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +16.0% | -3.1% | +19.2% | +17.3% |
| 3M | +38.2% | +7.2% | +31.0% | +33.7% |
| 6M | +137.8% | +36.8% | +101.0% | +106.7% |
| YTD | +97.3% | +23.8% | +73.4% | +78.3% |
| 1Y | +90.1% | +37.8% | +52.3% | +62.8% |
| 3Y | +98.0% | -15.9% | +113.9% | +89.2% |
| 5Y | -36.9% | -25.8% | -11.1% | -36.5% |
| All | +625.6% | +340.4% | +285.2% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling