+1,348.4%
CRWD vs SHW
+120.3%
+1,228.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.4% |
| 7D | -2.3% | -1.2% | -1.2% | -1.8% |
| 30D | -2.1% | -11.6% | +9.5% | +3.4% |
| 3M | +27.5% | +9.1% | +18.4% | +21.7% |
| 6M | +95.8% | -0.7% | +96.5% | +93.3% |
| YTD | +79.2% | +1.4% | +77.9% | +73.6% |
| 1Y | +96.3% | -12.3% | +108.5% | +104.1% |
| 3Y | +399.8% | +23.4% | +376.4% | +327.7% |
| 5Y | +216.7% | +15.0% | +201.7% | +173.4% |
| All | +1,348.4% | +120.3% | +1,228.1% | +863.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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