-80.9%
CLSK vs WM
+324.4%
-405.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +8.0% | +3.2% | +4.8% | +8.1% |
| 30D | -27.9% | +13.0% | -40.9% | -27.8% |
| 3M | -42.3% | +9.2% | -51.5% | -42.2% |
| 6M | -50.0% | +13.6% | -63.6% | -50.3% |
| YTD | -34.3% | +12.4% | -46.7% | -34.7% |
| 1Y | -44.5% | +21.2% | -65.7% | -45.5% |
| 3Y | +74.5% | +48.7% | +25.9% | +67.3% |
| 5Y | -69.0% | +61.9% | -130.8% | -70.5% |
| All | -80.9% | +324.4% | -405.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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