+151.4%
OKLO vs WELL
+235.7%
-84.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.5% |
| 7D | +6.8% | +3.0% | +3.8% | +6.7% |
| 30D | -27.7% | +10.2% | -37.9% | -28.1% |
| 3M | -43.6% | +6.1% | -49.7% | -43.8% |
| 6M | -65.4% | +16.6% | -82.0% | -65.9% |
| YTD | -65.0% | +35.3% | -100.4% | -66.1% |
| 1Y | -77.5% | +31.5% | -109.0% | -78.1% |
| 3Y | +143.6% | +206.5% | -62.9% | +124.6% |
| 5Y | +154.7% | +222.0% | -67.2% | +134.7% |
| All | +151.4% | +235.7% | -84.3% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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