+595.8%
WDC vs CIFR
-30.8%
+626.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | -16.7% | -19.6% | +2.8% | -14.3% |
| 30D | -27.2% | -51.7% | +24.5% | -20.1% |
| 3M | -34.0% | -60.0% | +26.0% | -26.2% |
| 6M | -39.7% | -68.2% | +28.5% | -30.8% |
| YTD | +68.1% | -55.8% | +123.8% | +84.4% |
| 1Y | +66.3% | -66.8% | +133.1% | +86.8% |
| 3Y | +754.4% | +119.1% | +635.3% | +631.8% |
| 5Y | +595.8% | -25.3% | +621.1% | +436.7% |
| All | +595.8% | -30.8% | +626.5% | +436.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling