+1,359.8%
WDC vs CIFR
+506.9%
+852.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.4% |
| 7D | +6.0% | +26.7% | -20.7% | +1.6% |
| 30D | +9.9% | +7.7% | +2.2% | +7.9% |
| 3M | -9.4% | -23.8% | +14.4% | -6.6% |
| 6M | +94.7% | +35.9% | +58.8% | +85.2% |
| YTD | +177.4% | +25.4% | +152.0% | +164.4% |
| 1Y | +412.6% | +139.8% | +272.8% | +347.9% |
| 3Y | +1,359.8% | +515.0% | +844.8% | +1,015.4% |
| All | +1,359.8% | +506.9% | +852.9% | +1,015.4% |
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