+92.4%
OKLO vs WM
+83.3%
+9.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +1.2% | -14.4% | -13.0% |
| 7D | -28.4% | +4.5% | -32.9% | -27.9% |
| 30D | -50.2% | +16.1% | -66.3% | -49.3% |
| 3M | -55.3% | +8.0% | -63.4% | -54.8% |
| 6M | -71.9% | +8.4% | -80.3% | -71.6% |
| YTD | -73.2% | +11.2% | -84.5% | -73.1% |
| 1Y | -84.2% | +22.3% | -106.5% | -84.3% |
| 3Y | +86.4% | +50.2% | +36.2% | +86.3% |
| 5Y | +94.9% | +63.3% | +31.6% | +94.6% |
| All | +92.4% | +83.3% | +9.1% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling