+119.7%
OKTA vs WWD
+27.2%
+92.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.6% |
| 7D | -14.2% | +7.3% | -21.5% | -13.6% |
| 30D | -12.5% | -2.0% | -10.5% | -12.5% |
| 3M | +29.2% | -12.6% | +41.8% | +27.9% |
| 6M | +147.3% | -8.4% | +155.8% | +146.1% |
| YTD | +120.9% | +8.2% | +112.7% | +118.2% |
| 1Y | +119.7% | +26.5% | +93.1% | +112.9% |
| All | +119.7% | +27.2% | +92.5% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling