-60.8%
CLSK vs WPM
+788.8%
-849.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.8% |
| 7D | +7.7% | -0.6% | +8.3% | +8.1% |
| 30D | +12.2% | +14.4% | -2.2% | +5.5% |
| 3M | -15.5% | +37.0% | -52.4% | -27.2% |
| 6M | +39.3% | +4.1% | +35.2% | +35.0% |
| YTD | +35.1% | +31.7% | +3.4% | +18.3% |
| 1Y | +34.0% | +44.2% | -10.2% | +12.2% |
| 3Y | +226.3% | +265.5% | -39.2% | +69.7% |
| 5Y | +6.4% | +262.5% | -256.1% | -44.9% |
| All | -60.8% | +788.8% | -849.6% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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