+417.4%
WDC vs CIFR
+122.3%
+295.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.7% | +5.2% |
| 7D | +1.7% | +16.9% | -15.2% | -3.3% |
| 30D | -10.0% | -5.2% | -4.8% | -9.5% |
| 3M | -18.8% | -30.6% | +11.8% | -12.6% |
| 6M | +79.0% | +10.6% | +68.4% | +71.1% |
| YTD | +171.6% | +20.2% | +151.4% | +152.8% |
| 1Y | +417.4% | +139.7% | +277.7% | +343.9% |
| All | +417.4% | +122.3% | +295.1% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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