+515.0%
CIFR vs WPM
+279.1%
+235.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +26.7% | +7.0% | +19.7% | +22.6% |
| 30D | +7.7% | +15.7% | -8.0% | -0.1% |
| 3M | -23.8% | +35.2% | -59.0% | -35.5% |
| 6M | +35.9% | +6.1% | +29.8% | +29.6% |
| YTD | +25.4% | +32.6% | -7.2% | +9.5% |
| 1Y | +139.8% | +46.9% | +92.9% | +99.4% |
| 3Y | +515.0% | +276.3% | +238.6% | +244.5% |
| All | +515.0% | +279.1% | +235.9% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling