-60.8%
CLSK vs W
+167.8%
-228.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.6% | +6.4% |
| 7D | +7.7% | -0.9% | +8.6% | +8.1% |
| 30D | +12.2% | -4.2% | +16.5% | +14.1% |
| 3M | -15.5% | +26.9% | -42.4% | -25.6% |
| 6M | +39.3% | +31.2% | +8.1% | +19.6% |
| YTD | +35.1% | -1.8% | +36.9% | +28.3% |
| 1Y | +34.0% | +9.3% | +24.7% | +18.8% |
| 3Y | +226.3% | +33.2% | +193.1% | +148.8% |
| 5Y | +6.4% | -62.4% | +68.8% | -0.2% |
| All | -60.8% | +167.8% | -228.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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