+1,022.6%
WDC vs CLSK
-60.8%
+1,083.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -3.2% |
| 7D | -4.3% | +7.7% | -12.0% | -4.5% |
| 30D | -1.5% | +12.2% | -13.7% | -1.9% |
| 3M | -15.5% | -15.5% | 0.0% | -15.2% |
| 6M | +66.5% | +39.3% | +27.1% | +65.1% |
| YTD | +159.9% | +35.1% | +124.8% | +157.6% |
| 1Y | +366.0% | +34.0% | +331.9% | +361.0% |
| 3Y | +1,285.8% | +226.3% | +1,059.6% | +1,235.6% |
| 5Y | +925.6% | +6.4% | +919.2% | +887.3% |
| All | +1,022.6% | -60.8% | +1,083.5% | +992.0% |
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