+677.8%
OKTA vs WST
+439.8%
+238.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.3% |
| 7D | +8.4% | +4.2% | +4.2% | +6.6% |
| 30D | -13.7% | +11.2% | -24.9% | -17.2% |
| 3M | +18.0% | +20.4% | -2.4% | +9.7% |
| 6M | +133.8% | +37.9% | +96.0% | +104.9% |
| YTD | +111.5% | +51.8% | +59.7% | +76.6% |
| 1Y | +118.3% | +56.6% | +61.7% | +79.6% |
| 3Y | +168.0% | +24.2% | +143.8% | +110.0% |
| 5Y | -30.1% | +0.7% | -30.7% | -38.9% |
| All | +677.8% | +439.8% | +238.0% | +141.8% |
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