-60.8%
CLSK vs WU
-39.7%
-21.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.6% |
| 7D | +7.7% | -3.5% | +11.2% | +9.0% |
| 30D | +12.2% | -2.9% | +15.2% | +13.1% |
| 3M | -15.5% | -2.3% | -13.2% | -16.8% |
| 6M | +39.3% | -25.4% | +64.7% | +52.3% |
| YTD | +35.1% | -21.2% | +56.3% | +43.2% |
| 1Y | +34.0% | -8.9% | +42.9% | +33.1% |
| 3Y | +226.3% | -29.0% | +255.2% | +256.7% |
| 5Y | +6.4% | -50.7% | +57.1% | +26.5% |
| All | -60.8% | -39.7% | -21.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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