-60.8%
CLSK vs GWW
+561.2%
-622.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.6% |
| 7D | +7.7% | -3.4% | +11.1% | +9.0% |
| 30D | +12.2% | -1.9% | +14.1% | +12.8% |
| 3M | -15.5% | -2.4% | -13.1% | -15.2% |
| 6M | +39.3% | +15.7% | +23.6% | +31.2% |
| YTD | +35.1% | +27.6% | +7.5% | +22.7% |
| 1Y | +34.0% | +27.2% | +6.8% | +21.8% |
| 3Y | +226.3% | +89.7% | +136.6% | +175.7% |
| 5Y | +6.4% | +223.9% | -217.5% | -15.3% |
| All | -60.8% | +561.2% | -622.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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