-63.3%
CLSK vs WMB
+290.9%
-354.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.6% |
| 7D | +1.7% | -1.7% | +3.4% | +2.4% |
| 30D | +11.1% | +0.7% | +10.4% | +10.6% |
| 3M | -14.1% | +1.5% | -15.6% | -14.8% |
| 6M | +32.9% | +0.1% | +32.9% | +32.1% |
| YTD | +26.5% | +22.9% | +3.6% | +17.3% |
| 1Y | +27.6% | +27.9% | -0.2% | +16.9% |
| 3Y | +190.9% | +139.1% | +51.8% | +127.1% |
| 5Y | -0.4% | +270.9% | -271.3% | -26.3% |
| All | -63.3% | +290.9% | -354.2% | -70.1% |
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