+84.7%
WDC vs CIFR
-62.6%
+147.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.9% | -0.5% | +5.1% |
| 7D | -3.2% | +9.4% | -12.6% | -6.4% |
| 30D | -19.0% | -45.3% | +26.3% | -1.4% |
| 3M | -28.4% | -58.7% | +30.3% | -6.0% |
| 6M | -39.2% | -64.9% | +25.7% | -16.8% |
| YTD | +82.1% | -51.8% | +133.9% | +114.2% |
| 1Y | +84.7% | -61.9% | +146.6% | +129.5% |
| All | +84.7% | -62.6% | +147.3% | +129.5% |
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