-63.3%
CLSK vs WSM
+979.9%
-1,043.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -2.0% | -3.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +11.1% | -10.7% | +21.8% | +16.1% |
| 3M | -14.1% | +8.5% | -22.6% | -17.4% |
| 6M | +32.9% | +19.6% | +13.3% | +23.3% |
| YTD | +26.5% | +26.6% | -0.1% | +15.0% |
| 1Y | +27.6% | +12.0% | +15.7% | +21.3% |
| 3Y | +190.9% | +226.6% | -35.7% | +86.3% |
| 5Y | -0.4% | +174.1% | -174.5% | -35.0% |
| All | -63.3% | +979.9% | -1,043.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling