+289.7%
WMB vs OKTA
+620.5%
-330.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | +0.7% | +13.8% | -13.1% | -0.5% |
| 3M | +1.5% | +48.9% | -47.4% | -1.8% |
| 6M | +0.1% | +114.9% | -114.9% | -6.8% |
| YTD | +22.9% | +97.9% | -75.0% | +15.0% |
| 1Y | +27.9% | +89.7% | -61.8% | +19.9% |
| 3Y | +139.1% | +95.8% | +43.3% | +119.8% |
| 5Y | +270.9% | -32.6% | +303.6% | +263.9% |
| All | +289.7% | +620.5% | -330.7% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling