+899.2%
WDC vs CIFR
-28.1%
+927.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | +16.3% | +28.8% | -12.5% | +12.1% |
| 30D | -18.3% | -36.9% | +18.7% | -13.4% |
| 3M | -31.4% | -60.0% | +28.5% | -23.6% |
| 6M | -36.3% | -64.4% | +28.1% | -28.2% |
| YTD | +80.8% | -51.6% | +132.4% | +95.5% |
| 1Y | +87.7% | -58.9% | +146.6% | +105.4% |
| 3Y | +819.4% | +139.9% | +679.5% | +679.7% |
| 5Y | +583.2% | -15.1% | +598.3% | +436.3% |
| All | +899.2% | -28.1% | +927.3% | +646.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling