+305.9%
WMB vs OKTA
+605.7%
-299.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +2.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +7.7% | +13.0% | -5.3% | +6.5% |
| 3M | +6.7% | +43.4% | -36.7% | +3.5% |
| 6M | +3.6% | +107.6% | -104.0% | -3.2% |
| YTD | +28.0% | +93.8% | -65.8% | +19.9% |
| 1Y | +37.6% | +80.8% | -43.2% | +29.6% |
| 3Y | +149.0% | +91.8% | +57.2% | +129.2% |
| 5Y | +285.3% | -36.4% | +321.7% | +280.2% |
| All | +305.9% | +605.7% | -299.8% | +209.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling