+608.2%
OKTA vs WWD
+419.7%
+188.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.0% |
| 7D | -2.4% | -2.6% | +0.2% | -1.8% |
| 30D | +13.0% | -6.9% | +20.0% | +15.1% |
| 3M | +41.7% | -13.0% | +54.7% | +46.0% |
| 6M | +105.9% | -12.5% | +118.4% | +109.9% |
| YTD | +92.6% | +11.8% | +80.7% | +81.6% |
| 1Y | +81.1% | +41.1% | +40.0% | +58.5% |
| 3Y | +84.8% | +163.1% | -78.2% | +33.3% |
| 5Y | -34.4% | +187.6% | -222.1% | -54.7% |
| All | +608.2% | +419.7% | +188.5% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling