+1,369.7%
CRWD vs W
-36.8%
+1,406.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | -2.4% | -4.2% | +1.7% | -1.4% |
| 30D | +1.5% | -7.6% | +9.1% | +3.3% |
| 3M | +18.5% | +37.2% | -18.6% | +7.3% |
| 6M | +109.1% | +26.3% | +82.8% | +90.7% |
| YTD | +81.8% | -1.0% | +82.8% | +74.8% |
| 1Y | +106.7% | +20.1% | +86.6% | +85.9% |
| 3Y | +428.7% | +37.8% | +390.9% | +309.9% |
| 5Y | +206.4% | -63.7% | +270.0% | +184.9% |
| All | +1,369.7% | -36.8% | +1,406.4% | +1,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling