+62.0%
CRWD vs SW
+26.8%
+35.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -7.7% | +2.2% | -9.9% | -7.8% |
| 30D | -17.9% | +7.4% | -25.4% | -18.3% |
| 3M | +0.3% | -5.9% | +6.2% | +0.4% |
| 6M | +71.1% | +9.0% | +62.1% | +68.2% |
| YTD | +92.6% | +18.1% | +74.5% | +93.6% |
| 1Y | +62.0% | +28.7% | +33.3% | +62.2% |
| All | +62.0% | +26.8% | +35.2% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling