+299.6%
OKLO vs WTW
+47.1%
+252.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.5% | -6.9% | -6.3% |
| 7D | +0.1% | -7.8% | +7.9% | -0.1% |
| 30D | -15.2% | -7.9% | -7.3% | -15.4% |
| 3M | -26.2% | +19.9% | -46.1% | -25.7% |
| 6M | -35.0% | +9.8% | -44.8% | -34.4% |
| YTD | -44.4% | -3.3% | -41.1% | -43.5% |
| 1Y | -45.9% | -3.3% | -42.6% | -45.0% |
| 3Y | +284.9% | +61.5% | +223.4% | +290.2% |
| 5Y | +305.3% | +42.6% | +262.7% | +311.2% |
| All | +299.6% | +47.1% | +252.5% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling