+2.1%
CRWV vs WULF
+83.4%
-81.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | +6.1% | +7.6% | -1.5% | +1.4% |
| 30D | -0.6% | -8.6% | +8.0% | +4.3% |
| 3M | -17.3% | -37.0% | +19.7% | +6.4% |
| 6M | +12.4% | +7.4% | +5.0% | +4.8% |
| YTD | +24.8% | +43.7% | -18.9% | +1.7% |
| 1Y | +2.1% | +86.1% | -84.0% | -23.3% |
| All | +2.1% | +83.4% | -81.3% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling