+139.7%
OKLO vs WM
+85.2%
+54.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.6% | +3.2% | -1.6% | +2.1% |
| 30D | -17.6% | +13.0% | -30.6% | -16.3% |
| 3M | -48.5% | +9.2% | -57.7% | -47.8% |
| 6M | -65.7% | +13.6% | -79.3% | -65.3% |
| YTD | -66.7% | +12.4% | -79.1% | -66.4% |
| 1Y | -76.5% | +21.2% | -97.7% | -76.6% |
| 3Y | +132.5% | +48.7% | +83.8% | +133.0% |
| 5Y | +142.8% | +61.9% | +81.0% | +143.5% |
| All | +139.7% | +85.2% | +54.5% | +138.3% |
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