-63.3%
CLSK vs WST
+350.1%
-413.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +11.1% | -2.0% | +13.1% | +12.3% |
| 3M | -14.1% | +4.1% | -18.2% | -16.2% |
| 6M | +32.9% | +47.4% | -14.5% | +7.6% |
| YTD | +26.5% | +25.4% | +1.1% | +10.7% |
| 1Y | +27.6% | +35.3% | -7.7% | +6.0% |
| 3Y | +190.9% | -11.7% | +202.6% | +169.3% |
| 5Y | -0.4% | -24.0% | +23.6% | -1.9% |
| All | -63.3% | +350.1% | -413.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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