+371.9%
WELL vs OKTA
+670.0%
-298.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.1% | +8.4% | -8.3% | -0.4% |
| 30D | +5.7% | -13.7% | +19.4% | +6.4% |
| 3M | +4.6% | +18.0% | -13.4% | +2.8% |
| 6M | +11.9% | +133.8% | -122.0% | +3.7% |
| YTD | +33.6% | +111.5% | -77.9% | +24.2% |
| 1Y | +29.8% | +118.3% | -88.6% | +20.2% |
| 3Y | +202.2% | +168.0% | +34.1% | +170.1% |
| 5Y | +223.2% | -30.1% | +253.3% | +215.0% |
| All | +371.9% | +670.0% | -298.0% | +278.8% |
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