+139.7%
CIFR vs WSM
+19.9%
+119.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +0.7% |
| 7D | +16.9% | -3.3% | +20.2% | +19.6% |
| 30D | -5.2% | -8.4% | +3.2% | +0.4% |
| 3M | -30.6% | +9.7% | -40.2% | -38.7% |
| 6M | +10.6% | +16.7% | -6.1% | -8.6% |
| YTD | +20.2% | +28.7% | -8.5% | -7.7% |
| 1Y | +139.7% | +13.7% | +126.1% | +74.8% |
| All | +139.7% | +19.9% | +119.9% | +74.8% |
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