+151.4%
OKLO vs WM
+80.3%
+71.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.5% |
| 7D | +6.8% | +1.2% | +5.7% | +7.0% |
| 30D | -27.7% | +13.7% | -41.4% | -26.6% |
| 3M | -43.6% | +5.2% | -48.8% | -43.1% |
| 6M | -65.4% | +11.2% | -76.6% | -65.3% |
| YTD | -65.0% | +9.4% | -74.5% | -64.9% |
| 1Y | -77.5% | +20.4% | -97.9% | -77.8% |
| 3Y | +143.6% | +44.7% | +98.9% | +143.1% |
| 5Y | +154.7% | +58.5% | +96.2% | +154.1% |
| All | +151.4% | +80.3% | +71.1% | +148.8% |
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