WordPress

With a plugin

1. In WordPress, go to Plugins → Add New and install a header and footer plugin, such as WPCode.
2. Open the plugin's header section and paste the script:

index.html
<script defer
  data-website-id="YOUR-SITE-ID"
  src="https://calmstats.com/script.js"></script>

3. Save. The script now loads on every page.

In your theme

If you edit your theme, paste the script just before </head> in header.php, or add it from your child theme's functions.php:

functions.php
add_action('wp_head', function () {
  echo '<script defer data-website-id="YOUR-SITE-ID" src="https://calmstats.com/script.js"></script>';
});