-60.8%
CLSK vs WSM
+991.9%
-1,052.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.4% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | +12.2% | -7.7% | +20.0% | +15.8% |
| 3M | -15.5% | +3.8% | -19.2% | -17.2% |
| 6M | +39.3% | +22.7% | +16.7% | +28.0% |
| YTD | +35.1% | +28.0% | +7.1% | +22.3% |
| 1Y | +34.0% | +12.7% | +21.3% | +27.1% |
| 3Y | +226.3% | +231.3% | -5.0% | +107.8% |
| 5Y | +6.4% | +177.2% | -170.8% | -30.9% |
| All | -60.8% | +991.9% | -1,052.8% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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