+413.6%
WMT vs OKTA
+601.1%
-187.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.1% |
| 30D | -7.4% | +13.0% | -20.5% | -8.1% |
| 3M | -10.9% | +41.7% | -52.6% | -12.6% |
| 6M | -12.7% | +105.9% | -118.6% | -16.7% |
| YTD | -3.2% | +92.6% | -95.8% | -7.4% |
| 1Y | +5.3% | +81.1% | -75.8% | +1.0% |
| 3Y | +101.9% | +84.8% | +17.0% | +91.2% |
| 5Y | +134.6% | -34.4% | +169.0% | +131.2% |
| All | +413.6% | +601.1% | -187.4% | +328.5% |
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 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