+1,400.3%
WDC vs CIFR
+78.3%
+1,322.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.7% | +5.6% |
| 7D | +1.7% | +16.9% | -15.2% | -0.5% |
| 30D | -10.0% | -5.2% | -4.8% | -9.7% |
| 3M | -18.8% | -30.6% | +11.8% | -15.7% |
| 6M | +79.0% | +10.6% | +68.4% | +75.7% |
| YTD | +171.6% | +20.2% | +151.4% | +162.8% |
| 1Y | +417.4% | +139.7% | +277.7% | +361.8% |
| 3Y | +1,251.8% | +489.4% | +762.4% | +919.5% |
| 5Y | +911.7% | +54.4% | +857.3% | +615.7% |
| All | +1,400.3% | +78.3% | +1,322.0% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling