-71.1%
CIFR vs WSM
+44.0%
-115.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.5% | -26.4% | -23.4% |
| 7D | -26.7% | +8.0% | -34.7% | -31.0% |
| 30D | -58.0% | +13.5% | -71.5% | -62.1% |
| 3M | -68.1% | +8.8% | -77.0% | -70.4% |
| 6M | -63.7% | +54.7% | -118.4% | -77.7% |
| YTD | -56.0% | +53.3% | -109.2% | -73.6% |
| 1Y | -71.1% | +41.1% | -112.2% | -80.7% |
| All | -71.1% | +44.0% | -115.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling