+1,340.4%
CRWD vs WULF
+142.7%
+1,197.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.0% |
| 7D | -2.8% | -0.6% | -2.3% | -2.9% |
| 30D | -5.9% | -3.6% | -2.2% | -5.8% |
| 3M | +29.0% | -30.4% | +59.4% | +31.8% |
| 6M | +91.5% | +12.5% | +79.0% | +86.1% |
| YTD | +78.2% | +40.5% | +37.8% | +68.6% |
| 1Y | +96.6% | +53.0% | +43.6% | +83.0% |
| 3Y | +397.0% | +796.7% | -399.6% | +256.8% |
| 5Y | +218.9% | -30.9% | +249.7% | +139.3% |
| All | +1,340.4% | +142.7% | +1,197.7% | +1,120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling