+145.0%
OKLO vs WCC
+237.9%
-92.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | +27.3% | +14.2% | +13.1% | +21.2% |
| 30D | -23.1% | -9.8% | -13.2% | -19.7% |
| 3M | -45.8% | -10.1% | -35.7% | -43.4% |
| 6M | -66.8% | -9.4% | -57.4% | -65.4% |
| YTD | -65.9% | +34.4% | -100.3% | -68.3% |
| 1Y | -78.0% | +23.3% | -101.3% | -79.0% |
| 3Y | +137.4% | +137.9% | -0.5% | +103.5% |
| 5Y | +148.2% | +144.0% | +4.2% | +112.4% |
| All | +145.0% | +237.9% | -92.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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