-30.8%
WDAY vs OKTA
-35.6%
+4.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -10.5% | +0.4% | -11.0% | -10.7% |
| 30D | +2.1% | +13.8% | -11.7% | -3.7% |
| 3M | +34.6% | +48.9% | -14.3% | +14.7% |
| 6M | +29.9% | +114.9% | -85.0% | -3.7% |
| YTD | -13.8% | +97.9% | -111.7% | -34.5% |
| 1Y | -18.3% | +89.7% | -108.0% | -37.1% |
| 3Y | -26.2% | +95.8% | -122.0% | -47.1% |
| 5Y | -30.8% | -32.6% | +1.8% | -30.2% |
| All | -30.8% | -35.6% | +4.7% | -30.2% |
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