+1,448.4%
WDC vs CIFR
+69.8%
+1,378.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +2.2% |
| 7D | +7.5% | +11.3% | -3.9% | +5.8% |
| 30D | +10.1% | +3.5% | +6.6% | +9.0% |
| 3M | -6.8% | -26.6% | +19.8% | -4.0% |
| 6M | +84.1% | +18.1% | +66.0% | +79.6% |
| YTD | +180.3% | +14.5% | +165.8% | +172.7% |
| 1Y | +411.1% | +83.3% | +327.8% | +368.6% |
| 3Y | +1,375.0% | +461.5% | +913.5% | +1,018.8% |
| 5Y | +991.6% | +29.3% | +962.3% | +693.7% |
| All | +1,448.4% | +69.8% | +1,378.5% | +940.6% |
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