+285.0%
WMB vs OKTA
-34.4%
+319.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | 0.0% | +5.9% | -5.9% | -0.2% |
| 30D | +4.6% | +14.6% | -10.0% | +3.9% |
| 3M | +5.7% | +44.0% | -38.3% | +3.9% |
| 6M | +4.2% | +116.7% | -112.5% | -0.1% |
| YTD | +26.8% | +99.8% | -72.9% | +22.0% |
| 1Y | +34.7% | +84.1% | -49.4% | +30.1% |
| 3Y | +146.8% | +97.7% | +49.1% | +134.9% |
| 5Y | +285.0% | -35.2% | +320.2% | +254.7% |
| All | +285.0% | -34.4% | +319.4% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling