+101.4%
WULF vs OKTA
+601.1%
-499.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.9% |
| 30D | -2.6% | +13.0% | -15.7% | -6.3% |
| 3M | -34.0% | +41.7% | -75.7% | -40.2% |
| 6M | +10.0% | +105.9% | -96.0% | -11.9% |
| YTD | +45.7% | +92.6% | -46.9% | +18.1% |
| 1Y | +57.3% | +81.1% | -23.7% | +29.8% |
| 3Y | +878.9% | +84.8% | +794.1% | +695.7% |
| 5Y | -28.3% | -34.4% | +6.1% | -41.5% |
| All | +101.4% | +601.1% | -499.7% | +83.6% |
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