-60.8%
CLSK vs IWD
+190.3%
-251.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +5.6% |
| 7D | +7.7% | -0.8% | +8.5% | +8.9% |
| 30D | +12.2% | -0.8% | +13.1% | +13.3% |
| 3M | -15.5% | +6.9% | -22.4% | -23.6% |
| 6M | +39.3% | +18.3% | +21.1% | +11.2% |
| YTD | +35.1% | +22.4% | +12.7% | +3.9% |
| 1Y | +34.0% | +27.4% | +6.6% | -1.1% |
| 3Y | +226.3% | +71.2% | +155.1% | +83.5% |
| 5Y | +6.4% | +75.7% | -69.3% | -36.8% |
| All | -60.8% | +190.3% | -251.1% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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