-61.4%
CLSK vs WELL
+431.6%
-493.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.1% |
| 7D | +21.9% | -1.3% | +23.2% | +22.3% |
| 30D | +9.6% | +0.5% | +9.1% | +9.4% |
| 3M | -18.4% | +19.1% | -37.5% | -22.6% |
| 6M | +46.4% | +17.0% | +29.4% | +39.2% |
| YTD | +33.2% | +29.2% | +4.0% | +23.1% |
| 1Y | +47.0% | +42.1% | +4.9% | +31.9% |
| 3Y | +206.4% | +204.5% | +1.8% | +120.8% |
| 5Y | +5.4% | +211.0% | -205.6% | -24.9% |
| All | -61.4% | +431.6% | -493.0% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling