+79.2%
CIFR vs WDAY
-15.2%
+94.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +3.4% |
| 7D | +16.9% | -4.4% | +21.3% | +18.2% |
| 30D | -5.2% | +14.7% | -19.9% | -9.9% |
| 3M | -30.6% | +32.4% | -62.9% | -38.9% |
| 6M | +10.6% | +36.9% | -26.3% | -7.4% |
| YTD | +20.2% | -8.8% | +29.0% | +21.7% |
| 1Y | +139.7% | -15.3% | +155.0% | +151.9% |
| 3Y | +489.4% | -21.2% | +510.6% | +527.8% |
| 5Y | +54.4% | -29.5% | +83.9% | +50.1% |
| All | +79.2% | -15.2% | +94.4% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling