+1,348.4%
CRWD vs BBWI
+25.9%
+1,322.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | -2.1% | -6.2% | +4.2% | -1.1% |
| 3M | +27.5% | +4.3% | +23.2% | +25.6% |
| 6M | +95.8% | -7.2% | +103.0% | +95.1% |
| YTD | +79.2% | -3.0% | +82.2% | +76.2% |
| 1Y | +96.3% | -30.8% | +127.0% | +105.1% |
| 3Y | +399.8% | -43.4% | +443.2% | +424.1% |
| 5Y | +216.7% | -66.7% | +283.5% | +257.5% |
| All | +1,348.4% | +25.9% | +1,322.5% | +1,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling