+42.9%
CLSK vs WM
+47.1%
-4.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.1% | +10.5% | +7.6% |
| 7D | -19.7% | +1.2% | -20.9% | -19.1% |
| 30D | -46.5% | +13.1% | -59.6% | -44.3% |
| 3M | -51.7% | +3.6% | -55.3% | -50.6% |
| 6M | -57.5% | +8.1% | -65.6% | -56.6% |
| YTD | -39.1% | +8.9% | -48.0% | -38.1% |
| 1Y | -60.0% | +20.3% | -80.3% | -60.4% |
| 3Y | +42.9% | +46.2% | -3.2% | +49.6% |
| All | +42.9% | +47.1% | -4.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling