+125.7%
WDAY vs OKTA
+605.7%
-479.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.2% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | +3.7% | +13.0% | -9.3% | -2.9% |
| 3M | +29.6% | +43.4% | -13.9% | +9.3% |
| 6M | +23.3% | +107.6% | -84.3% | -11.5% |
| YTD | -13.3% | +93.8% | -107.1% | -36.3% |
| 1Y | -19.6% | +80.8% | -100.5% | -39.5% |
| 3Y | -25.7% | +91.8% | -117.5% | -49.5% |
| 5Y | -31.6% | -36.4% | +4.8% | -33.0% |
| All | +125.7% | +605.7% | -479.9% | -17.9% |
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