+1,462.8%
CRWD vs W
-28.8%
+1,491.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | -9.1% | +6.8% | -15.9% | -10.8% |
| 3M | +0.5% | +10.7% | -10.2% | -2.5% |
| 6M | +61.1% | +86.3% | -25.2% | +34.2% |
| YTD | +93.4% | +11.5% | +81.9% | +79.9% |
| 1Y | +71.1% | +5.1% | +66.0% | +60.6% |
| 3Y | +351.1% | +171.0% | +180.1% | +193.3% |
| 5Y | +218.8% | -56.6% | +275.5% | +183.9% |
| All | +1,462.8% | -28.8% | +1,491.7% | +1,223.9% |
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