+313.5%
OKLO vs WSM
+213.7%
+99.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.1% |
| 7D | +2.8% | -3.3% | +6.1% | +3.7% |
| 30D | -4.0% | -8.4% | +4.4% | -1.8% |
| 3M | -36.9% | +9.7% | -46.5% | -38.4% |
| 6M | -37.1% | +16.7% | -53.8% | -39.6% |
| YTD | -42.5% | +28.7% | -71.2% | -45.8% |
| 1Y | -40.7% | +13.7% | -54.4% | -42.7% |
| 3Y | +299.1% | +230.1% | +69.0% | +265.3% |
| 5Y | +317.3% | +179.0% | +138.3% | +283.5% |
| All | +313.5% | +213.7% | +99.8% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling