+225.5%
CRWD vs W
-62.2%
+287.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.3% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -6.8% | -4.2% | -2.5% | -5.9% |
| 3M | +19.6% | +26.9% | -7.3% | +10.6% |
| 6M | +87.1% | +31.2% | +55.8% | +69.2% |
| YTD | +76.4% | -1.8% | +78.2% | +70.1% |
| 1Y | +90.8% | +9.3% | +81.5% | +76.1% |
| 3Y | +380.0% | +33.2% | +346.8% | +275.3% |
| All | +225.5% | -62.2% | +287.8% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling