+132.8%
WFC vs CLSK
+191.6%
-58.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | +0.3% | +1.7% | -1.5% | +0.1% |
| 30D | +2.3% | +11.1% | -8.8% | +1.0% |
| 3M | +9.8% | -14.1% | +23.8% | +10.1% |
| 6M | +15.6% | +32.9% | -17.4% | +10.5% |
| YTD | -2.4% | +26.5% | -28.9% | -7.2% |
| 1Y | +13.8% | +27.6% | -13.8% | +6.9% |
| All | +132.8% | +191.6% | -58.8% | +92.6% |
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