-63.6%
CLSK vs WST
+344.5%
-408.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +8.8% | +0.7% | +8.1% | +8.4% |
| 30D | -6.0% | -3.1% | -2.9% | -4.4% |
| 3M | -24.4% | +7.2% | -31.6% | -27.4% |
| 6M | +19.0% | +36.8% | -17.8% | +0.2% |
| YTD | +25.4% | +23.8% | +1.5% | +10.5% |
| 1Y | +39.8% | +37.8% | +2.0% | +15.0% |
| 3Y | +177.7% | -15.9% | +193.6% | +165.9% |
| 5Y | -11.0% | -25.8% | +14.8% | -11.2% |
| All | -63.6% | +344.5% | -408.1% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling