+226.3%
CLSK vs WTW
+61.9%
+164.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -5.7% | +13.4% | +8.0% |
| 30D | +12.2% | -7.3% | +19.5% | +12.6% |
| 3M | -15.5% | +21.5% | -36.9% | -15.9% |
| 6M | +39.3% | +9.6% | +29.7% | +40.1% |
| YTD | +35.1% | -3.3% | +38.4% | +40.6% |
| 1Y | +34.0% | -6.1% | +40.2% | +40.5% |
| 3Y | +226.3% | +61.8% | +164.4% | +237.4% |
| All | +226.3% | +61.9% | +164.4% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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