-60.8%
CLSK vs WELL
+427.9%
-488.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -0.2% | +8.0% | +7.8% |
| 30D | +12.2% | +2.3% | +9.9% | +11.5% |
| 3M | -15.5% | +12.3% | -27.7% | -18.4% |
| 6M | +39.3% | +15.6% | +23.8% | +32.9% |
| YTD | +35.1% | +28.3% | +6.8% | +25.1% |
| 1Y | +34.0% | +41.9% | -7.9% | +20.3% |
| 3Y | +226.3% | +198.3% | +27.9% | +136.4% |
| 5Y | +6.4% | +206.4% | -200.0% | -23.9% |
| All | -60.8% | +427.9% | -488.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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