+20.8%
CIFR vs WDAY
-31.8%
+52.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.5% |
| 7D | -8.2% | -10.5% | +2.3% | -5.7% |
| 30D | -7.4% | +2.1% | -9.5% | -9.4% |
| 3M | -24.2% | +34.6% | -58.8% | -35.5% |
| 6M | +14.2% | +29.9% | -15.7% | -4.7% |
| YTD | +8.0% | -13.8% | +21.8% | +11.9% |
| 1Y | +55.5% | -18.3% | +73.8% | +66.3% |
| 3Y | +429.6% | -26.2% | +455.7% | +480.2% |
| 5Y | +20.8% | -30.8% | +51.6% | +14.0% |
| All | +20.8% | -31.8% | +52.5% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling