+132.5%
OKLO vs WWD
+148.2%
-15.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | +1.6% | +4.0% | -2.4% | -1.4% |
| 30D | -17.6% | +0.4% | -18.0% | -17.4% |
| 3M | -48.5% | -7.9% | -40.6% | -44.7% |
| 6M | -65.7% | -10.6% | -55.0% | -62.9% |
| YTD | -66.7% | +9.4% | -76.1% | -70.3% |
| 1Y | -76.5% | +25.7% | -102.2% | -81.9% |
| 3Y | +132.5% | +148.5% | -16.1% | +16.3% |
| All | +132.5% | +148.2% | -15.7% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling