+129.5%
WDAY vs CLSK
-60.8%
+190.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.2% |
| 7D | -5.2% | +7.7% | -12.9% | -5.3% |
| 30D | +5.9% | +12.2% | -6.3% | +5.6% |
| 3M | +42.3% | -15.5% | +57.7% | +42.3% |
| 6M | +34.7% | +39.3% | -4.6% | +33.2% |
| YTD | -13.5% | +35.1% | -48.6% | -14.7% |
| 1Y | -18.1% | +34.0% | -52.1% | -19.4% |
| 3Y | -26.4% | +226.3% | -252.6% | -30.0% |
| 5Y | -30.6% | +6.4% | -37.0% | -34.0% |
| All | +129.5% | -60.8% | +190.3% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling