+151.4%
OKLO vs WST
+13.1%
+138.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | +6.8% | +1.4% | +5.4% | +6.8% |
| 30D | -27.7% | +12.7% | -40.4% | -28.7% |
| 3M | -43.6% | +17.2% | -60.8% | -44.7% |
| 6M | -65.4% | +26.7% | -92.1% | -66.4% |
| YTD | -65.0% | +50.3% | -115.3% | -66.8% |
| 1Y | -77.5% | +50.2% | -127.7% | -78.6% |
| 3Y | +143.6% | +21.7% | +121.9% | +129.6% |
| 5Y | +154.7% | +2.0% | +152.7% | +140.6% |
| All | +151.4% | +13.1% | +138.3% | +137.2% |
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