+226.3%
CLSK vs WSM
+230.1%
-3.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.2% |
| 7D | +7.7% | -0.5% | +8.2% | +8.1% |
| 30D | +12.2% | -7.7% | +20.0% | +17.3% |
| 3M | -15.5% | +3.8% | -19.2% | -18.1% |
| 6M | +39.3% | +22.7% | +16.7% | +22.7% |
| YTD | +35.1% | +28.0% | +7.1% | +16.5% |
| 1Y | +34.0% | +12.7% | +21.3% | +23.2% |
| 3Y | +226.3% | +231.3% | -5.0% | +60.4% |
| All | +226.3% | +230.1% | -3.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling