-61.4%
CLSK vs W
+171.6%
-233.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +21.9% | +6.5% | +15.4% | +19.1% |
| 30D | +9.6% | -6.2% | +15.8% | +12.3% |
| 3M | -18.4% | +48.9% | -67.3% | -32.6% |
| 6M | +46.4% | +31.2% | +15.2% | +25.6% |
| YTD | +33.2% | -0.4% | +33.6% | +25.8% |
| 1Y | +47.0% | +14.8% | +32.2% | +27.7% |
| 3Y | +206.4% | +40.5% | +165.9% | +128.8% |
| 5Y | +5.4% | -62.1% | +67.5% | -1.5% |
| All | -61.4% | +171.6% | -233.0% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling