-17.4%
WDAY vs OKLO
+312.7%
-330.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -5.4% |
| 7D | -4.4% | +2.8% | -7.2% | -4.3% |
| 30D | +14.7% | -4.0% | +18.7% | +14.7% |
| 3M | +32.4% | -36.9% | +69.3% | +32.3% |
| 6M | +36.9% | -37.1% | +74.0% | +36.5% |
| YTD | -8.8% | -42.5% | +33.6% | -9.0% |
| 1Y | -15.3% | -40.7% | +25.4% | -15.5% |
| 3Y | -21.2% | +299.1% | -320.3% | -21.7% |
| 5Y | -29.5% | +317.3% | -346.8% | -31.5% |
| All | -17.4% | +312.7% | -330.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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