+299.5%
OKLO vs WST
-15.4%
+314.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | -4.0% | -3.1% | -0.9% | -3.4% |
| 3M | -36.9% | +7.2% | -44.1% | -37.6% |
| 6M | -37.1% | +36.8% | -74.0% | -40.4% |
| YTD | -42.5% | +23.8% | -66.3% | -44.8% |
| 1Y | -40.7% | +37.8% | -78.5% | -44.1% |
| All | +299.5% | -15.4% | +314.9% | +279.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling