+1,325.8%
CRWD vs ITW
+109.4%
+1,216.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -6.8% | -8.3% | +1.5% | -4.1% |
| 3M | +19.6% | +6.0% | +13.6% | +17.0% |
| 6M | +87.1% | 0.0% | +87.1% | +85.9% |
| YTD | +76.4% | +10.2% | +66.2% | +68.3% |
| 1Y | +90.8% | +3.2% | +87.6% | +86.2% |
| 3Y | +380.0% | +21.0% | +359.0% | +336.6% |
| 5Y | +215.6% | +37.9% | +177.7% | +171.3% |
| All | +1,325.8% | +109.4% | +1,216.4% | +908.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling