+122.3%
WFC vs CLSK
-61.4%
+183.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.5% | -2.3% |
| 7D | +1.1% | +21.9% | -20.8% | +0.7% |
| 30D | +0.8% | +9.6% | -8.8% | +0.6% |
| 3M | +9.3% | -18.4% | +27.7% | +9.5% |
| 6M | +10.6% | +46.4% | -35.7% | +9.5% |
| YTD | -4.1% | +33.2% | -37.3% | -5.0% |
| 1Y | +13.6% | +47.0% | -33.4% | +12.0% |
| 3Y | +130.7% | +206.4% | -75.6% | +123.1% |
| 5Y | +126.7% | +5.4% | +121.3% | +119.2% |
| All | +122.3% | -61.4% | +183.7% | +109.4% |
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