+145.0%
OKLO vs WMB
+237.9%
-92.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.8% |
| 7D | +27.3% | +8.1% | +19.3% | +22.4% |
| 30D | -23.1% | -6.9% | -16.2% | -20.1% |
| 3M | -45.8% | -5.1% | -40.7% | -44.6% |
| 6M | -66.8% | -5.7% | -61.1% | -66.4% |
| YTD | -65.9% | +18.1% | -84.0% | -70.0% |
| 1Y | -78.0% | +18.4% | -96.4% | -80.7% |
| 3Y | +137.4% | +122.7% | +14.7% | +95.9% |
| 5Y | +148.2% | +202.0% | -53.8% | +103.3% |
| All | +145.0% | +237.9% | -92.9% | +101.1% |
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