+70.2%
CIFR vs WMB
+398.3%
-328.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | -5.0% | -1.0% | -4.0% | -4.3% |
| 30D | -5.7% | -0.4% | -5.3% | -5.8% |
| 3M | -25.5% | +3.2% | -28.8% | -27.2% |
| 6M | +19.4% | +0.1% | +19.3% | +18.7% |
| YTD | +14.2% | +23.9% | -9.7% | -0.1% |
| 1Y | +69.0% | +27.6% | +41.4% | +44.7% |
| 3Y | +503.9% | +141.9% | +362.0% | +321.8% |
| 5Y | +27.7% | +273.8% | -246.1% | -10.7% |
| All | +70.2% | +398.3% | -328.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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