+75.7%
CLSK vs IWD
+85.4%
-9.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -5.0% |
| 7D | -19.4% | +1.6% | -21.0% | -23.3% |
| 30D | -37.4% | +3.6% | -41.0% | -43.9% |
| 3M | -43.3% | +2.0% | -45.4% | -47.3% |
| 6M | -53.7% | +13.1% | -66.8% | -69.1% |
| YTD | -35.1% | +26.2% | -61.3% | -68.1% |
| 1Y | -56.3% | +29.6% | -85.9% | -80.0% |
| 3Y | +75.7% | +84.3% | -8.7% | -64.7% |
| All | +75.7% | +85.4% | -9.7% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling