+48.7%
WM vs OKTA
+171.9%
-123.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.2% | +8.4% | -5.2% | +3.3% |
| 30D | +13.0% | -13.7% | +26.7% | +12.9% |
| 3M | +9.2% | +18.0% | -8.8% | +9.2% |
| 6M | +13.6% | +133.8% | -120.2% | +11.9% |
| YTD | +12.4% | +111.5% | -99.1% | +10.8% |
| 1Y | +21.2% | +118.3% | -97.1% | +19.4% |
| 3Y | +48.7% | +168.0% | -119.3% | +43.6% |
| All | +48.7% | +171.9% | -123.2% | +43.6% |
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 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