+1,479.7%
CRWD vs SW
+102.2%
+1,377.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -5.0% | -2.6% | -2.4% | -4.6% |
| 30D | -12.9% | +7.2% | -20.1% | -13.8% |
| 3M | +3.2% | -10.5% | +13.7% | +4.6% |
| 6M | +69.0% | +9.9% | +59.1% | +65.9% |
| YTD | +95.5% | +17.2% | +78.2% | +89.2% |
| 1Y | +64.6% | +26.5% | +38.1% | +57.5% |
| 3Y | +366.7% | +47.7% | +319.1% | +334.9% |
| 5Y | +226.2% | +0.2% | +226.0% | +207.5% |
| All | +1,479.7% | +102.2% | +1,377.5% | +1,229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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