-33.9%
CIFR vs WST
+41.5%
-75.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.9% | +16.1% | +17.1% |
| 7D | -10.2% | -3.1% | -7.1% | -8.8% |
| 30D | -55.0% | +9.1% | -64.1% | -56.6% |
| 3M | -64.1% | +14.7% | -78.7% | -66.1% |
| 6M | -70.1% | +28.0% | -98.1% | -73.3% |
| YTD | -55.7% | +45.6% | -101.3% | -62.8% |
| 1Y | -69.9% | +45.7% | -115.5% | -74.7% |
| 3Y | +68.7% | +21.1% | +47.6% | +32.0% |
| 5Y | -26.2% | +0.3% | -26.5% | -39.5% |
| All | -33.9% | +41.5% | -75.4% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling