+159.1%
OKLO vs WAT
+30.6%
+128.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.2% |
| 7D | +16.9% | +0.7% | +16.2% | +16.9% |
| 30D | -19.7% | +9.0% | -28.7% | -20.3% |
| 3M | -45.0% | +13.5% | -58.5% | -45.6% |
| 6M | -66.9% | +35.3% | -102.2% | -67.8% |
| YTD | -64.0% | +24.0% | -87.9% | -64.9% |
| 1Y | -75.2% | +22.0% | -97.1% | -75.8% |
| 3Y | +151.1% | +84.0% | +67.1% | +139.6% |
| 5Y | +162.8% | +34.4% | +128.5% | +151.8% |
| All | +159.1% | +30.6% | +128.5% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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