-80.3%
OKLO vs WSM
+44.0%
-124.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.5% | -12.3% | -10.0% |
| 7D | -18.4% | +8.0% | -26.4% | -23.1% |
| 30D | -38.5% | +13.5% | -52.0% | -44.1% |
| 3M | -48.9% | +8.8% | -57.8% | -52.1% |
| 6M | -67.8% | +54.7% | -122.5% | -77.7% |
| YTD | -69.2% | +53.3% | -122.5% | -79.3% |
| 1Y | -80.3% | +41.1% | -121.4% | -85.5% |
| All | -80.3% | +44.0% | -124.3% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling