+1,348.4%
CRWD vs WAB
+335.0%
+1,013.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -2.1% | -2.4% | +0.4% | -1.4% |
| 3M | +27.5% | +9.7% | +17.8% | +23.1% |
| 6M | +95.8% | +16.5% | +79.3% | +84.2% |
| YTD | +79.2% | +33.7% | +45.5% | +60.2% |
| 1Y | +96.3% | +49.7% | +46.6% | +68.7% |
| 3Y | +399.8% | +170.9% | +228.8% | +263.4% |
| 5Y | +216.7% | +228.0% | -11.3% | +119.4% |
| All | +1,348.4% | +335.0% | +1,013.5% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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