+1,395.9%
CRWD vs SW
+102.5%
+1,293.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -13.4% | +2.3% | -15.7% | -13.7% |
| 30D | -18.3% | +6.8% | -25.1% | -19.1% |
| 3M | +4.6% | -5.2% | +9.8% | +5.1% |
| 6M | +85.4% | +7.4% | +77.9% | +82.5% |
| YTD | +85.1% | +17.4% | +67.7% | +79.1% |
| 1Y | +62.9% | +27.1% | +35.8% | +55.8% |
| 3Y | +364.5% | +47.9% | +316.6% | +332.7% |
| 5Y | +217.3% | -2.6% | +219.9% | +199.8% |
| All | +1,395.9% | +102.5% | +1,293.4% | +1,158.3% |
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