+262.9%
OKLO vs WAB
+265.1%
-2.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.2% | -9.7% |
| 7D | -12.2% | +0.1% | -12.4% | -12.3% |
| 30D | -19.7% | -4.1% | -15.7% | -18.0% |
| 3M | -37.4% | +8.2% | -45.6% | -40.5% |
| 6M | -42.3% | +15.4% | -57.7% | -46.3% |
| YTD | -49.5% | +33.1% | -82.7% | -56.1% |
| 1Y | -54.7% | +48.1% | -102.8% | -62.2% |
| 3Y | +249.6% | +167.7% | +81.9% | +181.0% |
| 5Y | +268.1% | +225.7% | +42.4% | +194.2% |
| All | +262.9% | +265.1% | -2.1% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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