+198.7%
WELL vs OKTA
+97.4%
+101.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.6% |
| 7D | -1.1% | +5.9% | -7.0% | -1.2% |
| 30D | +0.7% | +14.6% | -13.8% | +0.7% |
| 3M | +14.5% | +44.0% | -29.5% | +14.2% |
| 6M | +14.4% | +116.7% | -102.3% | +12.5% |
| YTD | +28.5% | +99.8% | -71.3% | +26.8% |
| 1Y | +41.8% | +84.1% | -42.3% | +40.6% |
| All | +198.7% | +97.4% | +101.3% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling