-63.6%
CLSK vs IWD
+192.6%
-256.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.8% |
| 7D | +8.8% | -0.3% | +9.1% | +9.4% |
| 30D | -6.0% | +0.6% | -6.6% | -7.0% |
| 3M | -24.4% | +7.2% | -31.6% | -31.6% |
| 6M | +19.0% | +16.2% | +2.8% | -2.5% |
| YTD | +25.4% | +23.3% | +2.1% | -4.6% |
| 1Y | +39.8% | +29.6% | +10.2% | +0.9% |
| 3Y | +177.7% | +70.5% | +107.2% | +56.4% |
| 5Y | -11.0% | +73.5% | -84.5% | -47.1% |
| All | -63.6% | +192.6% | -256.2% | -80.1% |
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