+674.3%
WDC vs OKTA
+601.1%
+73.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.5% |
| 7D | -4.3% | -2.4% | -1.9% | -3.9% |
| 30D | -1.5% | +13.0% | -14.5% | -4.8% |
| 3M | -15.5% | +41.7% | -57.2% | -22.1% |
| 6M | +66.5% | +105.9% | -39.5% | +39.2% |
| YTD | +159.9% | +92.6% | +67.3% | +118.8% |
| 1Y | +366.0% | +81.1% | +284.9% | +297.6% |
| 3Y | +1,285.8% | +84.8% | +1,201.0% | +1,038.8% |
| 5Y | +925.6% | -34.4% | +960.0% | +871.2% |
| All | +674.3% | +601.1% | +73.2% | +300.2% |
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 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