-21.0%
CIFR vs WST
+1.0%
-21.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.6% |
| 7D | +4.8% | +4.2% | +0.6% | +2.9% |
| 30D | -31.0% | +11.2% | -42.2% | -33.9% |
| 3M | -58.7% | +20.4% | -79.1% | -62.0% |
| 6M | -67.7% | +37.9% | -105.6% | -72.1% |
| YTD | -53.5% | +51.8% | -105.3% | -62.1% |
| 1Y | -54.1% | +56.6% | -110.7% | -63.1% |
| 3Y | +138.2% | +24.2% | +114.0% | +81.2% |
| All | -21.0% | +1.0% | -21.9% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling