+754.4%
WDC vs CIFR
+116.9%
+637.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.6% |
| 7D | -16.7% | -19.6% | +2.8% | -13.6% |
| 30D | -27.2% | -51.7% | +24.5% | -17.7% |
| 3M | -34.0% | -60.0% | +26.0% | -23.7% |
| 6M | -39.7% | -68.2% | +28.5% | -27.8% |
| YTD | +68.1% | -55.8% | +123.8% | +90.2% |
| 1Y | +66.3% | -66.8% | +133.1% | +93.3% |
| 3Y | +754.4% | +119.1% | +635.3% | +685.1% |
| All | +754.4% | +116.9% | +637.5% | +685.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling