+10.5%
SHW vs OKTA
-35.6%
+46.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | -12.7% | +13.8% | -26.5% | -14.2% |
| 3M | +4.7% | +48.9% | -44.2% | -0.2% |
| 6M | -3.4% | +114.9% | -118.4% | -12.7% |
| YTD | -1.3% | +97.9% | -99.2% | -10.3% |
| 1Y | -10.4% | +89.7% | -100.0% | -18.2% |
| 3Y | +20.1% | +95.8% | -75.7% | +6.8% |
| 5Y | +10.5% | -32.6% | +43.1% | +2.5% |
| All | +10.5% | -35.6% | +46.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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