+313.5%
OKLO vs WAB
+264.6%
+48.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +2.8% | -3.2% | +6.0% | +4.6% |
| 30D | -4.0% | -4.4% | +0.4% | -1.7% |
| 3M | -36.9% | +7.9% | -44.7% | -39.9% |
| 6M | -37.1% | +8.7% | -45.8% | -39.7% |
| YTD | -42.5% | +33.0% | -75.5% | -49.9% |
| 1Y | -40.7% | +46.7% | -87.4% | -50.3% |
| 3Y | +299.1% | +153.0% | +146.1% | +221.3% |
| 5Y | +317.3% | +222.3% | +95.0% | +234.1% |
| All | +313.5% | +264.6% | +48.9% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling