+384.9%
CRWD vs WAT
+52.2%
+332.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.8% | -2.9% | 0.0% | -2.2% |
| 30D | -5.9% | -3.2% | -2.7% | -5.1% |
| 3M | +29.0% | +10.6% | +18.4% | +26.2% |
| 6M | +91.5% | +34.0% | +57.4% | +79.5% |
| YTD | +78.2% | +5.7% | +72.5% | +75.0% |
| 1Y | +96.6% | +37.1% | +59.6% | +81.5% |
| All | +384.9% | +52.2% | +332.7% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling