+608.2%
OKTA vs WTW
+177.1%
+431.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | 0.0% |
| 30D | +13.0% | -7.3% | +20.3% | +16.2% |
| 3M | +41.7% | +21.5% | +20.2% | +28.6% |
| 6M | +105.9% | +9.6% | +96.3% | +95.3% |
| YTD | +92.6% | -3.3% | +95.8% | +91.1% |
| 1Y | +81.1% | -6.1% | +87.2% | +81.5% |
| 3Y | +84.8% | +61.8% | +23.0% | +37.2% |
| 5Y | -34.4% | +42.7% | -77.1% | -48.3% |
| All | +608.2% | +177.1% | +431.1% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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