+70.7%
CIFR vs WWD
+316.4%
-245.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.4% |
| 7D | +11.3% | +0.6% | +10.7% | +11.0% |
| 30D | +3.5% | -5.1% | +8.6% | +7.1% |
| 3M | -26.6% | -11.2% | -15.4% | -21.2% |
| 6M | +18.1% | -12.0% | +30.1% | +28.1% |
| YTD | +14.5% | +12.0% | +2.5% | +6.8% |
| 1Y | +83.3% | +42.8% | +40.5% | +47.2% |
| 3Y | +461.5% | +168.9% | +292.5% | +230.9% |
| 5Y | +29.3% | +192.2% | -162.9% | -30.9% |
| All | +70.7% | +316.4% | -245.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling