+296.9%
WMB vs OKTA
+618.3%
-321.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +2.6% | -2.1% | +0.4% |
| 30D | +3.3% | +16.0% | -12.8% | +1.9% |
| 3M | +3.1% | +38.2% | -35.0% | +0.3% |
| 6M | -0.7% | +137.8% | -138.5% | -8.3% |
| YTD | +25.2% | +97.3% | -72.1% | +17.1% |
| 1Y | +32.9% | +90.1% | -57.2% | +24.6% |
| 3Y | +140.6% | +98.0% | +42.6% | +120.9% |
| 5Y | +273.5% | -36.9% | +310.4% | +269.2% |
| All | +296.9% | +618.3% | -321.5% | +202.5% |
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