+218.9%
CRWD vs BBWI
-69.5%
+288.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -2.8% | -8.0% | +5.2% | -0.9% |
| 30D | -5.9% | -6.6% | +0.7% | -4.6% |
| 3M | +29.0% | -2.7% | +31.7% | +28.7% |
| 6M | +91.5% | -12.8% | +104.2% | +93.5% |
| YTD | +78.2% | -10.5% | +88.7% | +77.6% |
| 1Y | +96.6% | -35.3% | +132.0% | +112.0% |
| 3Y | +397.0% | -47.7% | +444.8% | +433.8% |
| 5Y | +218.9% | -68.9% | +287.7% | +335.9% |
| All | +218.9% | -69.5% | +288.4% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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