+251.8%
WM vs OKTA
+618.3%
-366.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | -2.4% | +16.0% | -18.4% | -3.3% |
| 3M | +0.4% | +38.2% | -37.7% | -1.6% |
| 6M | -9.5% | +137.8% | -147.3% | -14.5% |
| YTD | +0.5% | +97.3% | -96.8% | -4.1% |
| 1Y | -1.1% | +90.1% | -91.2% | -5.5% |
| 3Y | +46.0% | +98.0% | -52.0% | +37.3% |
| 5Y | +51.8% | -36.9% | +88.7% | +51.6% |
| All | +251.8% | +618.3% | -366.5% | +177.5% |
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