+262.9%
OKLO vs WTW
+47.2%
+215.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.2% | -9.2% |
| 7D | -12.2% | -5.7% | -6.5% | -12.4% |
| 30D | -19.7% | -7.3% | -12.5% | -19.9% |
| 3M | -37.4% | +21.5% | -58.9% | -37.0% |
| 6M | -42.3% | +9.6% | -51.9% | -41.7% |
| YTD | -49.5% | -3.3% | -46.2% | -48.6% |
| 1Y | -54.7% | -6.1% | -48.6% | -53.8% |
| 3Y | +249.6% | +61.8% | +187.8% | +254.4% |
| 5Y | +268.1% | +42.7% | +225.4% | +273.5% |
| All | +262.9% | +47.2% | +215.7% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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