+262.9%
OKLO vs WSM
+212.1%
+50.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.5% |
| 7D | -12.2% | -0.5% | -11.7% | -12.1% |
| 30D | -19.7% | -7.7% | -12.0% | -18.1% |
| 3M | -37.4% | +3.8% | -41.2% | -38.1% |
| 6M | -42.3% | +22.7% | -65.0% | -45.2% |
| YTD | -49.5% | +28.0% | -77.5% | -52.4% |
| 1Y | -54.7% | +12.7% | -67.4% | -56.2% |
| 3Y | +249.6% | +231.3% | +18.3% | +220.4% |
| 5Y | +268.1% | +177.2% | +90.9% | +238.7% |
| All | +262.9% | +212.1% | +50.9% | +232.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling