+29.3%
CIFR vs WSM
+182.5%
-153.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.6% |
| 7D | +11.3% | +2.6% | +8.7% | +9.7% |
| 30D | +3.5% | -9.3% | +12.8% | +9.3% |
| 3M | -26.6% | +7.1% | -33.7% | -30.8% |
| 6M | +18.1% | +21.7% | -3.6% | +3.7% |
| YTD | +14.5% | +28.7% | -14.2% | -2.2% |
| 1Y | +83.3% | +13.9% | +69.4% | +67.5% |
| 3Y | +461.5% | +232.2% | +229.3% | +149.8% |
| 5Y | +29.3% | +176.4% | -147.1% | -47.3% |
| All | +29.3% | +182.5% | -153.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling