-56.6%
CRWV vs WULF
-24.9%
-31.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.8% | -6.5% | -2.7% |
| 7D | -15.4% | -3.1% | -12.4% | -14.1% |
| 30D | -47.5% | -21.0% | -26.5% | -38.1% |
| 3M | -45.6% | -35.5% | -10.2% | -27.5% |
| 6M | -66.4% | -55.8% | -10.5% | -43.7% |
| YTD | -35.2% | -1.0% | -34.2% | -38.6% |
| 1Y | -56.6% | -20.4% | -36.2% | -53.9% |
| All | -56.6% | -24.9% | -31.8% | -53.9% |
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