+313.5%
OKLO vs WAT
+13.6%
+300.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.0% |
| 30D | -4.0% | +2.3% | -6.3% | -4.1% |
| 3M | -36.9% | +8.7% | -45.6% | -37.3% |
| 6M | -37.1% | +28.3% | -65.5% | -38.5% |
| YTD | -42.5% | +7.8% | -50.3% | -43.3% |
| 1Y | -40.7% | +36.6% | -77.3% | -42.4% |
| 3Y | +299.1% | +45.7% | +253.5% | +286.0% |
| 5Y | +317.3% | -3.3% | +320.6% | +312.4% |
| All | +313.5% | +13.6% | +300.0% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling