+262.9%
OKLO vs GWW
+197.2%
+65.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.8% | -9.3% |
| 7D | -12.2% | -3.4% | -8.9% | -11.6% |
| 30D | -19.7% | -1.9% | -17.8% | -19.5% |
| 3M | -37.4% | -2.4% | -35.0% | -37.4% |
| 6M | -42.3% | +15.7% | -58.0% | -45.2% |
| YTD | -49.5% | +27.6% | -77.1% | -53.3% |
| 1Y | -54.7% | +27.2% | -81.9% | -58.1% |
| 3Y | +249.6% | +89.7% | +159.9% | +218.2% |
| 5Y | +268.1% | +223.9% | +44.2% | +222.5% |
| All | +262.9% | +197.2% | +65.7% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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