+726.4%
WDC vs OKTA
+605.7%
+120.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.5% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +9.9% | +13.0% | -3.1% | +6.3% |
| 3M | -9.4% | +43.4% | -52.8% | -16.7% |
| 6M | +94.7% | +107.6% | -12.9% | +62.5% |
| YTD | +177.4% | +93.8% | +83.5% | +133.2% |
| 1Y | +412.6% | +80.8% | +331.8% | +337.4% |
| 3Y | +1,359.8% | +91.8% | +1,268.0% | +1,089.9% |
| 5Y | +992.6% | -36.4% | +1,029.0% | +942.2% |
| All | +726.4% | +605.7% | +120.7% | +326.6% |
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 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