+139.7%
OKLO vs WAB
+284.1%
-144.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.7% |
| 7D | +1.6% | +5.1% | -3.5% | -1.1% |
| 30D | -17.6% | +4.0% | -21.6% | -19.0% |
| 3M | -48.5% | +0.1% | -48.6% | -48.4% |
| 6M | -65.7% | +12.8% | -78.4% | -67.9% |
| YTD | -66.7% | +40.1% | -106.7% | -71.7% |
| 1Y | -76.5% | +46.4% | -122.8% | -80.4% |
| 3Y | +132.5% | +167.4% | -34.9% | +82.6% |
| 5Y | +142.8% | +215.0% | -72.2% | +90.3% |
| All | +139.7% | +284.1% | -144.4% | +84.7% |
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