+1,562.1%
CRWD vs SW
+107.5%
+1,454.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.0% |
| 7D | -9.6% | +12.1% | -21.7% | -11.0% |
| 30D | -11.6% | +6.6% | -18.2% | -12.4% |
| 3M | +14.1% | -6.0% | +20.1% | +14.8% |
| 6M | +105.4% | +21.5% | +84.0% | +98.8% |
| YTD | +105.6% | +20.3% | +85.3% | +98.3% |
| 1Y | +80.6% | +28.1% | +52.4% | +72.4% |
| 3Y | +412.1% | +51.6% | +360.5% | +375.4% |
| 5Y | +244.8% | -0.1% | +244.9% | +224.6% |
| All | +1,562.1% | +107.5% | +1,454.5% | +1,293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling