+52.1%
CIFR vs WST
-25.8%
+77.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +26.7% | -0.3% | +27.0% | +26.8% |
| 30D | +7.7% | -4.6% | +12.4% | +10.1% |
| 3M | -23.8% | +5.7% | -29.5% | -25.9% |
| 6M | +35.9% | +37.6% | -1.7% | +17.0% |
| YTD | +25.4% | +23.0% | +2.4% | +12.7% |
| 1Y | +139.8% | +33.8% | +105.9% | +105.7% |
| 3Y | +515.0% | -13.4% | +528.3% | +481.3% |
| 5Y | +52.1% | -27.0% | +79.0% | +44.3% |
| All | +52.1% | -25.8% | +77.9% | +44.3% |
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