+218.9%
CRWD vs BWA
+86.5%
+132.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -5.9% | -5.5% | -0.4% | -4.6% |
| 3M | +29.0% | -7.6% | +36.6% | +31.3% |
| 6M | +91.5% | +25.0% | +66.5% | +78.2% |
| YTD | +78.2% | +47.0% | +31.3% | +54.9% |
| 1Y | +96.6% | +54.0% | +42.6% | +67.8% |
| 3Y | +397.0% | +70.7% | +326.3% | +295.8% |
| 5Y | +218.9% | +86.7% | +132.2% | +123.0% |
| All | +218.9% | +86.5% | +132.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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