+1,325.8%
CRWD vs NWSA
+169.8%
+1,156.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | -2.8% | -0.2% | -1.8% |
| 30D | -6.8% | +3.0% | -9.8% | -7.9% |
| 3M | +19.6% | +12.3% | +7.3% | +13.3% |
| 6M | +87.1% | +21.9% | +65.2% | +70.5% |
| YTD | +76.4% | +13.6% | +62.9% | +65.4% |
| 1Y | +90.8% | +0.5% | +90.3% | +87.9% |
| 3Y | +380.0% | +43.8% | +336.2% | +307.7% |
| 5Y | +215.6% | +41.2% | +174.5% | +164.0% |
| All | +1,325.8% | +169.8% | +1,156.0% | +755.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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