+270.7%
OKLO vs WTW
+42.0%
+228.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.9% |
| 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% | +256.3% |
| All | +270.7% | +42.0% | +228.7% | +277.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling