-61.4%
CLSK vs WMB
+307.0%
-368.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +4.0% | +5.5% |
| 7D | +21.9% | +0.8% | +21.1% | +21.5% |
| 30D | +9.6% | +7.7% | +1.9% | +6.6% |
| 3M | -18.4% | +6.7% | -25.1% | -20.4% |
| 6M | +46.4% | +3.6% | +42.7% | +43.7% |
| YTD | +33.2% | +28.0% | +5.2% | +21.9% |
| 1Y | +47.0% | +37.6% | +9.4% | +31.4% |
| 3Y | +206.4% | +149.0% | +57.3% | +135.9% |
| 5Y | +5.4% | +285.3% | -279.9% | -23.1% |
| All | -61.4% | +307.0% | -368.4% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling