+1,379.8%
WDC vs CIFR
+60.2%
+1,319.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.3% | -3.7% |
| 7D | +4.4% | -8.2% | +12.7% | +5.5% |
| 30D | +5.3% | -7.4% | +12.7% | +5.8% |
| 3M | -5.9% | -24.2% | +18.2% | -3.3% |
| 6M | +73.2% | +14.2% | +59.1% | +69.9% |
| YTD | +167.8% | +8.0% | +159.9% | +162.6% |
| 1Y | +386.0% | +55.5% | +330.5% | +353.6% |
| 3Y | +1,309.7% | +429.6% | +880.1% | +977.4% |
| 5Y | +957.1% | +20.8% | +936.3% | +675.8% |
| All | +1,379.8% | +60.2% | +1,319.6% | +902.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling