+94.2%
WULF vs OKTA
+620.5%
-526.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.6% | +13.8% | -17.5% | -7.4% |
| 3M | -30.4% | +48.9% | -79.3% | -37.6% |
| 6M | +12.5% | +114.9% | -102.5% | -10.8% |
| YTD | +40.5% | +97.9% | -57.4% | +13.2% |
| 1Y | +53.0% | +89.7% | -36.7% | +24.8% |
| 3Y | +796.7% | +95.8% | +700.8% | +619.9% |
| 5Y | -30.9% | -32.6% | +1.8% | -44.0% |
| All | +94.2% | +620.5% | -526.3% | +76.0% |
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 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