+957.1%
WDC vs OKTA
-35.6%
+992.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +5.3% | +13.8% | -8.5% | +2.2% |
| 3M | -5.9% | +48.9% | -54.8% | -13.1% |
| 6M | +73.2% | +114.9% | -41.7% | +47.0% |
| YTD | +167.8% | +97.9% | +70.0% | +129.5% |
| 1Y | +386.0% | +89.7% | +296.3% | +320.1% |
| 3Y | +1,309.7% | +95.8% | +1,213.9% | +1,079.0% |
| 5Y | +957.1% | -32.6% | +989.7% | +829.3% |
| All | +957.1% | -35.6% | +992.7% | +829.3% |
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