+113.2%
WDC vs CIFR
-69.0%
+182.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -20.0% | +13.2% | +0.3% |
| 7D | -18.3% | -26.7% | +8.4% | -9.9% |
| 30D | -26.7% | -58.0% | +31.3% | -2.5% |
| 3M | -40.9% | -68.1% | +27.2% | -15.2% |
| 6M | -26.8% | -63.7% | +36.9% | -1.3% |
| YTD | +88.2% | -56.0% | +144.1% | +130.5% |
| 1Y | +113.2% | -71.1% | +184.3% | +184.7% |
| All | +113.2% | -69.0% | +182.2% | +184.7% |
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