-4.5%
WBD vs OKTA
+627.3%
-631.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.3% |
| 7D | -1.7% | +5.9% | -7.6% | -2.7% |
| 30D | +3.9% | +14.6% | -10.7% | +0.6% |
| 3M | +5.1% | +44.0% | -38.9% | -2.6% |
| 6M | +0.6% | +116.7% | -116.1% | -15.0% |
| YTD | -3.2% | +99.8% | -102.9% | -17.4% |
| 1Y | +127.7% | +84.1% | +43.6% | +96.9% |
| 3Y | +146.6% | +97.7% | +48.9% | +105.6% |
| 5Y | +4.2% | -35.2% | +39.4% | -8.9% |
| All | -4.5% | +627.3% | -631.8% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling