+326.6%
OKLO vs WAT
+12.3%
+314.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +7.7% | -1.8% | +9.5% | +7.9% |
| 30D | -4.3% | -1.7% | -2.6% | -4.1% |
| 3M | -24.6% | +9.1% | -33.7% | -25.1% |
| 6M | -31.1% | +32.4% | -63.5% | -32.7% |
| YTD | -40.7% | +6.6% | -47.3% | -41.5% |
| 1Y | -42.4% | +34.7% | -77.2% | -44.0% |
| 3Y | +310.9% | +53.6% | +257.3% | +297.7% |
| 5Y | +332.6% | -4.1% | +336.7% | +327.8% |
| All | +326.6% | +12.3% | +314.3% | +314.2% |
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