-67.7%
CLSK vs IWD
+73.2%
-140.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -68.5% |
| YTD | -35.1% | +26.2% | -61.3% | -67.0% |
| 1Y | -56.3% | +29.6% | -85.9% | -79.2% |
| 3Y | +75.7% | +84.3% | -8.7% | -66.1% |
| 5Y | -67.7% | +73.4% | -141.1% | -91.3% |
| All | -67.7% | +73.2% | -140.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling