+136.0%
OKLO vs WM
+79.5%
+56.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.1% | +24.7% | +22.3% |
| 7D | -6.7% | +1.2% | -7.9% | -6.5% |
| 30D | -36.0% | +13.1% | -49.1% | -35.1% |
| 3M | -44.2% | +3.6% | -47.8% | -43.8% |
| 6M | -70.4% | +8.1% | -78.5% | -70.3% |
| YTD | -67.2% | +8.9% | -76.1% | -67.1% |
| 1Y | -77.9% | +20.3% | -98.3% | -78.3% |
| 3Y | +128.4% | +46.2% | +82.3% | +127.7% |
| 5Y | +139.1% | +59.9% | +79.2% | +138.1% |
| All | +136.0% | +79.5% | +56.5% | +133.4% |
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