+125.0%
WDAY vs OKTA
+601.1%
-476.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.4% |
| 7D | -5.2% | -2.4% | -2.8% | -4.3% |
| 30D | +5.9% | +13.0% | -7.1% | -0.9% |
| 3M | +42.3% | +41.7% | +0.6% | +20.7% |
| 6M | +34.7% | +105.9% | -71.2% | -3.1% |
| YTD | -13.5% | +92.6% | -106.1% | -36.4% |
| 1Y | -18.1% | +81.1% | -99.1% | -38.4% |
| 3Y | -26.4% | +84.8% | -111.2% | -49.3% |
| 5Y | -30.6% | -34.4% | +3.9% | -33.1% |
| All | +125.0% | +601.1% | -476.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling