+216.1%
CRWD vs SW
-2.3%
+218.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | -2.4% | -5.1% | +2.7% | -1.6% |
| 30D | +1.5% | -4.6% | +6.1% | +2.1% |
| 3M | +18.5% | +9.4% | +9.2% | +16.2% |
| 6M | +109.1% | +3.5% | +105.6% | +105.9% |
| YTD | +81.8% | +22.0% | +59.8% | +73.9% |
| 1Y | +106.7% | +2.2% | +104.5% | +103.1% |
| 3Y | +428.7% | +19.6% | +409.1% | +398.3% |
| All | +216.1% | -2.3% | +218.4% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling