+145.0%
OKLO vs WST
+12.8%
+132.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +27.3% | +4.9% | +22.5% | +26.6% |
| 30D | -23.1% | +10.7% | -33.8% | -23.9% |
| 3M | -45.8% | +16.8% | -62.6% | -46.8% |
| 6M | -66.8% | +32.0% | -98.8% | -67.9% |
| YTD | -65.9% | +49.9% | -115.9% | -67.6% |
| 1Y | -78.0% | +50.6% | -128.6% | -79.1% |
| 3Y | +137.4% | +21.4% | +116.0% | +123.8% |
| 5Y | +148.2% | -0.6% | +148.8% | +134.9% |
| All | +145.0% | +12.8% | +132.2% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling