-27.8%
CIFR vs WDAY
-17.4%
-10.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +28.8% | -4.8% | +33.6% | +30.0% |
| 30D | -36.9% | +2.5% | -39.4% | -37.6% |
| 3M | -60.0% | +8.8% | -68.7% | -61.6% |
| 6M | -64.4% | +60.7% | -125.1% | -71.9% |
| YTD | -51.6% | -11.2% | -40.3% | -51.0% |
| 1Y | -58.9% | -15.6% | -43.2% | -57.4% |
| 3Y | +139.9% | -17.1% | +157.0% | +147.2% |
| 5Y | -15.1% | -35.7% | +20.6% | -16.9% |
| All | -27.8% | -17.4% | -10.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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