+127.9%
WFC vs OKTA
-35.6%
+163.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +2.3% | +13.8% | -11.5% | +0.5% |
| 3M | +9.8% | +48.9% | -39.1% | +4.6% |
| 6M | +15.6% | +114.9% | -99.4% | +4.5% |
| YTD | -2.4% | +97.9% | -100.3% | -11.2% |
| 1Y | +13.8% | +89.7% | -75.9% | +4.0% |
| 3Y | +134.6% | +95.8% | +38.8% | +109.7% |
| 5Y | +127.9% | -32.6% | +160.5% | +118.8% |
| All | +127.9% | -35.6% | +163.5% | +118.8% |
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 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