+354.4%
WELL vs OKTA
+618.3%
-264.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.0% |
| 30D | -0.1% | +16.0% | -16.1% | -1.4% |
| 3M | +18.0% | +38.2% | -20.1% | +14.9% |
| 6M | +15.0% | +137.8% | -122.8% | +6.4% |
| YTD | +28.6% | +97.3% | -68.7% | +20.6% |
| 1Y | +42.9% | +90.1% | -47.2% | +34.2% |
| 3Y | +203.0% | +98.0% | +105.0% | +178.6% |
| 5Y | +206.9% | -36.9% | +243.8% | +202.2% |
| All | +354.4% | +618.3% | -264.0% | +267.8% |
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