+1,098.3%
WDC vs CLSK
-61.4%
+1,159.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +2.0% |
| 7D | +6.0% | +21.9% | -15.9% | +5.4% |
| 30D | +9.9% | +9.6% | +0.3% | +9.6% |
| 3M | -9.4% | -18.4% | +9.0% | -9.0% |
| 6M | +94.7% | +46.4% | +48.4% | +93.0% |
| YTD | +177.4% | +33.2% | +144.2% | +175.1% |
| 1Y | +412.6% | +47.0% | +365.6% | +406.3% |
| 3Y | +1,359.8% | +206.4% | +1,153.4% | +1,308.5% |
| 5Y | +992.6% | +5.4% | +987.2% | +952.3% |
| All | +1,098.3% | -61.4% | +1,159.6% | +1,066.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling