+608.2%
OKTA vs WU
-37.7%
+645.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | +13.0% | -2.9% | +16.0% | +13.9% |
| 3M | +41.7% | -2.3% | +44.0% | +40.7% |
| 6M | +105.9% | -25.4% | +131.3% | +123.0% |
| YTD | +92.6% | -21.2% | +113.8% | +105.0% |
| 1Y | +81.1% | -8.9% | +89.9% | +83.1% |
| 3Y | +84.8% | -29.0% | +113.8% | +98.8% |
| 5Y | -34.4% | -50.7% | +16.3% | -22.7% |
| All | +608.2% | -37.7% | +645.9% | +582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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