+334.0%
OKLO vs GWW
+199.4%
+134.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.6% |
| 7D | +12.4% | -1.5% | +13.9% | +12.7% |
| 30D | -10.6% | +1.1% | -11.7% | -11.0% |
| 3M | -26.5% | -1.0% | -25.5% | -26.8% |
| 6M | -25.6% | +16.3% | -42.0% | -29.4% |
| YTD | -39.6% | +28.5% | -68.2% | -44.3% |
| 1Y | -38.8% | +30.3% | -69.0% | -43.7% |
| 3Y | +318.1% | +91.6% | +226.4% | +279.9% |
| 5Y | +339.7% | +224.0% | +115.7% | +284.9% |
| All | +334.0% | +199.4% | +134.6% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling