+612.9%
OKTA vs WWD
+422.8%
+190.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +13.0% | -6.4% | +19.4% | +14.9% |
| 3M | +43.4% | -5.6% | +49.0% | +44.6% |
| 6M | +107.6% | -9.1% | +116.7% | +109.4% |
| YTD | +93.8% | +12.5% | +81.3% | +82.6% |
| 1Y | +80.8% | +41.3% | +39.5% | +58.3% |
| 3Y | +91.8% | +170.2% | -78.4% | +37.3% |
| 5Y | -36.4% | +192.5% | -228.9% | -56.2% |
| All | +612.9% | +422.8% | +190.1% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling