+205.5%
CLSK vs W
+34.3%
+171.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.4% |
| 7D | +1.7% | +0.5% | +1.3% | +1.6% |
| 30D | +11.1% | -5.6% | +16.7% | +13.9% |
| 3M | -14.1% | +41.9% | -56.0% | -30.6% |
| 6M | +32.9% | +30.2% | +2.7% | +10.2% |
| YTD | +26.5% | -2.9% | +29.4% | +19.3% |
| 1Y | +27.6% | +11.6% | +16.0% | +7.7% |
| All | +205.5% | +34.3% | +171.2% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling