+143.6%
OKLO vs WAT
+87.1%
+56.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | +6.8% | +3.4% | +3.4% | +6.3% |
| 30D | -27.7% | +9.6% | -37.3% | -28.6% |
| 3M | -43.6% | +15.5% | -59.1% | -44.7% |
| 6M | -65.4% | +33.9% | -99.3% | -66.7% |
| YTD | -65.0% | +25.2% | -90.2% | -66.5% |
| 1Y | -77.5% | +26.3% | -103.8% | -78.5% |
| 3Y | +143.6% | +85.8% | +57.8% | +120.2% |
| All | +143.6% | +87.1% | +56.4% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling