+168.9%
OKLO vs WM
+79.7%
+89.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.8% | +14.0% |
| 7D | +14.1% | -0.5% | +14.6% | +14.1% |
| 30D | -22.7% | +13.3% | -36.0% | -21.5% |
| 3M | -44.6% | +4.4% | -48.9% | -44.1% |
| 6M | -63.0% | +10.8% | -73.8% | -62.9% |
| YTD | -62.6% | +9.1% | -71.7% | -62.5% |
| 1Y | -76.2% | +19.1% | -95.3% | -76.5% |
| 3Y | +160.8% | +45.7% | +115.2% | +160.1% |
| 5Y | +172.5% | +60.4% | +112.0% | +171.4% |
| All | +168.9% | +79.7% | +89.2% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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