-19.6%
WDAY vs OKLO
+144.5%
-164.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.3% |
| 7D | -4.8% | +27.3% | -32.1% | -4.5% |
| 30D | +2.5% | -23.1% | +25.5% | +2.4% |
| 3M | +8.8% | -45.8% | +54.6% | +8.4% |
| 6M | +60.7% | -66.8% | +127.5% | +60.2% |
| YTD | -11.2% | -65.9% | +54.7% | -11.6% |
| 1Y | -15.6% | -78.0% | +62.4% | -15.8% |
| 3Y | -17.1% | +137.4% | -154.5% | -18.0% |
| 5Y | -35.7% | +148.2% | -183.9% | -37.9% |
| All | -19.6% | +144.5% | -164.1% | -22.4% |
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