-32.6%
OKTA vs WWD
+187.1%
-219.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.5% |
| 30D | +13.8% | -6.6% | +20.4% | +16.7% |
| 3M | +48.9% | -9.3% | +58.2% | +52.6% |
| 6M | +114.9% | -13.6% | +128.5% | +121.4% |
| YTD | +97.9% | +10.4% | +87.5% | +79.1% |
| 1Y | +89.7% | +39.9% | +49.8% | +49.9% |
| 3Y | +95.8% | +165.0% | -69.2% | +2.1% |
| 5Y | -32.6% | +183.8% | -216.4% | -70.2% |
| All | -32.6% | +187.1% | -219.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling