-80.9%
CLSK vs WMB
+273.5%
-354.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +8.0% | +7.8% | +0.1% | +5.1% |
| 30D | -27.9% | -5.1% | -22.8% | -26.0% |
| 3M | -42.3% | -4.7% | -37.6% | -41.0% |
| 6M | -50.0% | -7.4% | -42.6% | -48.5% |
| YTD | -34.3% | +17.5% | -51.8% | -37.6% |
| 1Y | -44.5% | +19.5% | -64.0% | -47.6% |
| 3Y | +74.5% | +121.3% | -46.7% | +40.4% |
| 5Y | -69.0% | +200.5% | -269.5% | -76.1% |
| All | -80.9% | +273.5% | -354.5% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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