+139.7%
CIFR vs WST
+37.6%
+102.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +16.9% | +0.7% | +16.2% | +16.7% |
| 30D | -5.2% | -3.1% | -2.0% | -4.3% |
| 3M | -30.6% | +7.2% | -37.8% | -31.9% |
| 6M | +10.6% | +36.8% | -26.2% | +0.4% |
| YTD | +20.2% | +23.8% | -3.7% | +8.7% |
| 1Y | +139.7% | +37.8% | +102.0% | +133.7% |
| All | +139.7% | +37.6% | +102.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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