+326.6%
OKLO vs WWD
+190.4%
+136.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +7.7% | +0.6% | +7.1% | +7.3% |
| 30D | -4.3% | -5.1% | +0.8% | -1.9% |
| 3M | -24.6% | -11.2% | -13.4% | -20.5% |
| 6M | -31.1% | -12.0% | -19.1% | -26.9% |
| YTD | -40.7% | +12.0% | -52.7% | -43.7% |
| 1Y | -42.4% | +42.8% | -85.2% | -51.0% |
| 3Y | +310.9% | +168.9% | +142.0% | +211.3% |
| 5Y | +332.6% | +192.2% | +140.4% | +227.7% |
| All | +326.6% | +190.4% | +136.2% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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