-60.8%
CLSK vs WTW
+193.4%
-254.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -5.7% | +13.4% | +10.8% |
| 30D | +12.2% | -7.3% | +19.5% | +16.3% |
| 3M | -15.5% | +21.5% | -36.9% | -24.6% |
| 6M | +39.3% | +9.6% | +29.7% | +29.0% |
| YTD | +35.1% | -3.3% | +38.4% | +33.7% |
| 1Y | +34.0% | -6.1% | +40.2% | +35.0% |
| 3Y | +226.3% | +61.8% | +164.4% | +123.5% |
| 5Y | +6.4% | +42.7% | -36.3% | -19.7% |
| All | -60.8% | +193.4% | -254.2% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling