+262.9%
OKLO vs WELL
+218.3%
+44.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.1% | -9.2% |
| 7D | -12.2% | -0.2% | -12.0% | -12.2% |
| 30D | -19.7% | +2.3% | -22.1% | -19.9% |
| 3M | -37.4% | +12.3% | -49.7% | -38.2% |
| 6M | -42.3% | +15.6% | -57.9% | -43.3% |
| YTD | -49.5% | +28.3% | -77.8% | -51.0% |
| 1Y | -54.7% | +41.9% | -96.6% | -56.7% |
| 3Y | +249.6% | +198.3% | +51.3% | +223.2% |
| 5Y | +268.1% | +206.4% | +61.7% | +241.9% |
| All | +262.9% | +218.3% | +44.6% | +235.9% |
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