+1,340.4%
CRWD vs GWW
+404.6%
+935.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.8% | -3.1% | +0.3% | -1.7% |
| 30D | -5.9% | -2.3% | -3.5% | -5.0% |
| 3M | +29.0% | -3.3% | +32.3% | +30.1% |
| 6M | +91.5% | +15.4% | +76.1% | +80.1% |
| YTD | +78.2% | +26.7% | +51.5% | +60.7% |
| 1Y | +96.6% | +29.0% | +67.7% | +75.7% |
| 3Y | +397.0% | +89.0% | +308.0% | +283.5% |
| 5Y | +218.9% | +221.8% | -2.9% | +105.3% |
| All | +1,340.4% | +404.6% | +935.8% | +654.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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