+299.6%
OKLO vs WU
-55.1%
+354.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.3% |
| 7D | +0.1% | -5.0% | +5.1% | +0.4% |
| 30D | -15.2% | -2.3% | -12.9% | -15.0% |
| 3M | -26.2% | -3.2% | -23.0% | -26.3% |
| 6M | -35.0% | -25.0% | -10.0% | -34.3% |
| YTD | -44.4% | -21.7% | -22.8% | -43.8% |
| 1Y | -45.9% | -9.0% | -37.0% | -45.8% |
| 3Y | +284.9% | -28.9% | +313.8% | +284.8% |
| 5Y | +305.3% | -51.0% | +356.3% | +303.4% |
| All | +299.6% | -55.1% | +354.7% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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