+225.5%
CRWD vs WULF
-28.8%
+254.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | -6.8% | -2.6% | -4.2% | -6.8% |
| 3M | +19.6% | -34.0% | +53.5% | +23.1% |
| 6M | +87.1% | +10.0% | +77.1% | +81.5% |
| YTD | +76.4% | +45.7% | +30.7% | +65.1% |
| 1Y | +90.8% | +57.3% | +33.5% | +75.4% |
| 3Y | +380.0% | +878.9% | -499.0% | +224.2% |
| All | +225.5% | -28.8% | +254.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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