+108.1%
WFC vs OKTA
+605.7%
-497.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.1% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +0.8% | +13.0% | -12.2% | -0.6% |
| 3M | +9.3% | +43.4% | -34.2% | +5.2% |
| 6M | +10.6% | +107.6% | -97.0% | +2.0% |
| YTD | -4.1% | +93.8% | -97.9% | -11.2% |
| 1Y | +13.6% | +80.8% | -67.3% | +5.8% |
| 3Y | +130.7% | +91.8% | +38.9% | +110.6% |
| 5Y | +126.7% | -36.4% | +163.1% | +116.7% |
| All | +108.1% | +605.7% | -497.6% | +56.6% |
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