-80.2%
CLSK vs WM
+318.3%
-398.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +3.9% | +5.2% |
| 7D | +1.6% | +0.8% | +0.9% | +1.7% |
| 30D | -32.9% | +13.8% | -46.7% | -32.9% |
| 3M | -40.0% | +6.4% | -46.4% | -39.9% |
| 6M | -51.7% | +13.2% | -64.9% | -52.1% |
| YTD | -31.7% | +10.8% | -42.5% | -32.2% |
| 1Y | -50.8% | +20.2% | -71.0% | -51.8% |
| 3Y | +84.8% | +46.5% | +38.3% | +77.0% |
| 5Y | -67.8% | +61.3% | -129.1% | -69.5% |
| All | -80.2% | +318.3% | -398.5% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling