+326.6%
OKLO vs WMB
+263.1%
+63.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +7.7% | 0.0% | +7.7% | +7.8% |
| 30D | -4.3% | +4.6% | -8.9% | -6.9% |
| 3M | -24.6% | +5.7% | -30.4% | -28.0% |
| 6M | -31.1% | +4.2% | -35.3% | -34.2% |
| YTD | -40.7% | +26.8% | -67.5% | -49.7% |
| 1Y | -42.4% | +34.7% | -77.1% | -53.2% |
| 3Y | +310.9% | +146.8% | +164.1% | +226.7% |
| 5Y | +332.6% | +285.0% | +47.6% | +238.2% |
| All | +326.6% | +263.1% | +63.5% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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