-80.3%
OKLO vs WST
+47.3%
-127.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.3% | -6.0% |
| 7D | -18.4% | +1.3% | -19.7% | -18.9% |
| 30D | -38.5% | +8.5% | -47.0% | -40.8% |
| 3M | -48.9% | +17.2% | -66.2% | -52.7% |
| 6M | -67.8% | +36.3% | -104.0% | -72.3% |
| YTD | -69.2% | +48.9% | -118.1% | -75.4% |
| 1Y | -80.3% | +42.9% | -123.2% | -84.1% |
| All | -80.3% | +47.3% | -127.6% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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