+334.0%
OKLO vs WSM
+214.3%
+119.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +12.4% | +2.6% | +9.8% | +11.7% |
| 30D | -10.6% | -9.5% | -1.0% | -8.2% |
| 3M | -26.5% | +12.9% | -39.4% | -28.9% |
| 6M | -25.6% | +23.0% | -48.7% | -29.4% |
| YTD | -39.6% | +28.9% | -68.6% | -43.2% |
| 1Y | -38.8% | +13.7% | -52.4% | -40.9% |
| 3Y | +318.1% | +232.6% | +85.4% | +282.4% |
| 5Y | +339.7% | +185.9% | +153.8% | +304.0% |
| All | +334.0% | +214.3% | +119.7% | +297.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling