+80.6%
CRWD vs W
+21.5%
+59.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.0% | -12.5% | -3.2% |
| 7D | -9.6% | +8.4% | -18.0% | -10.8% |
| 30D | -11.6% | +16.5% | -28.1% | -13.8% |
| 3M | +14.1% | +6.4% | +7.7% | +12.4% |
| 6M | +105.4% | +90.5% | +14.9% | +82.6% |
| YTD | +105.6% | +23.1% | +82.6% | +90.0% |
| 1Y | +80.6% | +24.3% | +56.3% | +66.7% |
| All | +80.6% | +21.5% | +59.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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