-22.1%
WULF vs CLSK
-58.7%
+36.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -16.6% | +9.9% | +6.2% |
| 7D | -12.8% | -20.7% | +7.9% | +3.6% |
| 30D | -20.9% | -45.5% | +24.6% | +25.8% |
| 3M | -38.0% | -52.0% | +14.0% | +8.4% |
| 6M | -47.5% | -47.0% | -0.6% | -16.2% |
| YTD | +1.8% | -32.8% | +34.6% | +32.7% |
| 1Y | -22.1% | -58.1% | +36.0% | +37.0% |
| All | -22.1% | -58.7% | +36.7% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling