+119.7%
OKTA vs WY
+0.3%
+119.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +2.9% |
| 7D | -14.2% | +13.3% | -27.5% | -9.8% |
| 30D | -12.5% | +17.6% | -30.1% | -6.9% |
| 3M | +29.2% | -15.0% | +44.3% | +25.8% |
| 6M | +147.3% | -5.9% | +153.3% | +147.7% |
| YTD | +120.9% | -5.7% | +126.7% | +117.5% |
| 1Y | +119.7% | -0.2% | +119.9% | +111.4% |
| All | +119.7% | +0.3% | +119.3% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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