+272.5%
WMB vs OKTA
+670.0%
-397.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +7.8% | +8.4% | -0.6% | +7.2% |
| 30D | -5.1% | -13.7% | +8.6% | -4.2% |
| 3M | -4.7% | +18.0% | -22.7% | -6.3% |
| 6M | -7.4% | +133.8% | -141.3% | -14.2% |
| YTD | +17.5% | +111.5% | -94.0% | +9.2% |
| 1Y | +19.5% | +118.3% | -98.9% | +10.7% |
| 3Y | +121.3% | +168.0% | -46.7% | +97.8% |
| 5Y | +200.5% | -30.1% | +230.6% | +194.3% |
| All | +272.5% | +670.0% | -397.5% | +182.0% |
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