+1,340.4%
CRWD vs W
-38.0%
+1,378.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -5.9% | -5.6% | -0.3% | -4.7% |
| 3M | +29.0% | +41.9% | -12.9% | +15.8% |
| 6M | +91.5% | +30.2% | +61.2% | +73.3% |
| YTD | +78.2% | -2.9% | +81.2% | +72.2% |
| 1Y | +96.6% | +11.6% | +85.1% | +80.4% |
| 3Y | +397.0% | +37.0% | +360.1% | +285.8% |
| 5Y | +218.9% | -62.8% | +281.7% | +194.7% |
| All | +1,340.4% | -38.0% | +1,378.5% | +1,167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling