-80.4%
CLSK vs IWD
+199.5%
-279.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | +20.4% | +1.7% | +18.7% | +17.9% |
| 30D | -32.6% | +3.2% | -35.8% | -35.6% |
| 3M | -43.8% | +2.3% | -46.1% | -45.8% |
| 6M | -49.2% | +12.9% | -62.2% | -57.4% |
| YTD | -32.4% | +26.2% | -58.6% | -50.3% |
| 1Y | -48.7% | +28.3% | -77.0% | -62.8% |
| 3Y | +82.9% | +84.4% | -1.5% | -6.7% |
| 5Y | -68.1% | +73.0% | -141.0% | -81.5% |
| All | -80.4% | +199.5% | -279.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling