-60.8%
CLSK vs WWD
+431.2%
-492.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.1% |
| 7D | +7.7% | -2.6% | +10.3% | +9.2% |
| 30D | +12.2% | -6.9% | +19.2% | +16.3% |
| 3M | -15.5% | -13.0% | -2.4% | -9.7% |
| 6M | +39.3% | -12.5% | +51.8% | +48.3% |
| YTD | +35.1% | +11.8% | +23.2% | +26.8% |
| 1Y | +34.0% | +41.1% | -7.0% | +11.5% |
| 3Y | +226.3% | +163.1% | +63.2% | +101.7% |
| 5Y | +6.4% | +187.6% | -181.2% | -36.9% |
| All | -60.8% | +431.2% | -492.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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