+417.4%
WDC vs OKTA
+90.9%
+326.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.9% |
| 7D | +1.7% | +2.6% | -0.9% | +1.6% |
| 30D | -10.0% | +16.0% | -26.0% | -10.5% |
| 3M | -18.8% | +38.2% | -56.9% | -19.8% |
| 6M | +79.0% | +137.8% | -58.8% | +69.5% |
| YTD | +171.6% | +97.3% | +74.3% | +166.6% |
| 1Y | +417.4% | +90.1% | +327.3% | +427.6% |
| All | +417.4% | +90.9% | +326.5% | +427.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling