-28.2%
CIFR vs WDAY
-17.2%
-11.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.6% |
| 7D | +9.4% | -5.3% | +14.7% | +10.6% |
| 30D | -45.3% | +1.5% | -46.9% | -45.7% |
| 3M | -58.7% | +5.5% | -64.1% | -60.1% |
| 6M | -64.9% | +57.4% | -122.4% | -72.1% |
| YTD | -51.8% | -11.0% | -40.8% | -51.3% |
| 1Y | -61.9% | -15.8% | -46.1% | -60.5% |
| 3Y | +138.6% | -16.9% | +155.5% | +145.6% |
| 5Y | -13.0% | -35.3% | +22.3% | -15.0% |
| All | -28.2% | -17.2% | -11.0% | -31.7% |
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