+1,328.4%
WDC vs CLSK
+191.6%
+1,136.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -3.9% |
| 7D | +4.4% | +1.7% | +2.7% | +4.1% |
| 30D | +5.3% | +11.1% | -5.8% | +3.2% |
| 3M | -5.9% | -14.1% | +8.2% | -4.2% |
| 6M | +73.2% | +32.9% | +40.3% | +67.1% |
| YTD | +167.8% | +26.5% | +141.4% | +157.9% |
| 1Y | +386.0% | +27.6% | +358.4% | +360.1% |
| All | +1,328.4% | +191.6% | +1,136.9% | +1,196.5% |
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 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