-28.2%
CIFR vs WCC
+640.9%
-669.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.3% | +5.6% | +6.5% |
| 7D | +9.4% | +3.3% | +6.1% | +7.6% |
| 30D | -45.3% | -9.4% | -35.9% | -40.1% |
| 3M | -58.7% | -10.5% | -48.2% | -54.0% |
| 6M | -64.9% | -10.4% | -54.5% | -60.2% |
| YTD | -51.8% | +34.4% | -86.2% | -57.3% |
| 1Y | -61.9% | +27.7% | -89.6% | -65.1% |
| 3Y | +138.6% | +137.9% | +0.7% | +62.4% |
| 5Y | -13.0% | +147.0% | -160.0% | -44.1% |
| All | -28.2% | +640.9% | -669.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling