-81.2%
CLSK vs WM
+313.2%
-394.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -19.4% | +1.2% | -20.5% | -19.3% |
| 30D | -37.4% | +13.7% | -51.1% | -37.4% |
| 3M | -43.3% | +5.2% | -48.5% | -43.3% |
| 6M | -53.7% | +11.2% | -64.9% | -54.1% |
| YTD | -35.1% | +9.4% | -44.5% | -35.6% |
| 1Y | -56.3% | +20.4% | -76.7% | -57.2% |
| 3Y | +75.7% | +44.7% | +31.0% | +68.2% |
| 5Y | -67.7% | +58.5% | -126.1% | -69.3% |
| All | -81.2% | +313.2% | -394.4% | -74.1% |
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