+1,333.1%
CRWD vs NWSA
+171.4%
+1,161.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.2% | -3.1% | +5.2% | +3.5% |
| 30D | -7.7% | +4.3% | -12.0% | -9.3% |
| 3M | +28.9% | +9.2% | +19.7% | +23.5% |
| 6M | +91.5% | +21.6% | +69.9% | +74.7% |
| YTD | +77.3% | +14.2% | +63.1% | +65.8% |
| 1Y | +96.3% | +1.8% | +94.5% | +92.2% |
| 3Y | +394.5% | +44.4% | +350.1% | +319.2% |
| 5Y | +213.5% | +41.0% | +172.5% | +161.9% |
| All | +1,333.1% | +171.4% | +1,161.7% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling