+326.6%
OKLO vs WST
-7.6%
+334.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +7.7% | -1.7% | +9.4% | +7.9% |
| 30D | -4.3% | -4.3% | 0.0% | -3.8% |
| 3M | -24.6% | +0.7% | -25.4% | -24.6% |
| 6M | -31.1% | +36.0% | -67.1% | -33.4% |
| YTD | -40.7% | +22.7% | -63.4% | -42.2% |
| 1Y | -42.4% | +34.1% | -76.6% | -44.5% |
| 3Y | +310.9% | -13.6% | +324.5% | +296.9% |
| 5Y | +332.6% | -26.0% | +358.6% | +319.4% |
| All | +326.6% | -7.6% | +334.2% | +312.5% |
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