+142.1%
WBD vs CLSK
+211.4%
-69.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.1% |
| 7D | -0.7% | +7.7% | -8.5% | -1.4% |
| 30D | +1.4% | +12.2% | -10.8% | +0.1% |
| 3M | +4.4% | -15.5% | +19.9% | +4.9% |
| 6M | +0.8% | +39.3% | -38.5% | -3.9% |
| YTD | -2.7% | +35.1% | -37.8% | -8.0% |
| 1Y | +73.4% | +34.0% | +39.4% | +59.8% |
| 3Y | +142.1% | +226.3% | -84.1% | +45.3% |
| All | +142.1% | +211.4% | -69.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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