+218.9%
CRWD vs WAT
-5.3%
+224.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.8% | -2.9% | 0.0% | -1.8% |
| 30D | -5.9% | -3.2% | -2.7% | -4.7% |
| 3M | +29.0% | +10.6% | +18.4% | +24.5% |
| 6M | +91.5% | +34.0% | +57.4% | +71.7% |
| YTD | +78.2% | +5.7% | +72.5% | +72.7% |
| 1Y | +96.6% | +37.1% | +59.6% | +71.8% |
| 3Y | +397.0% | +52.4% | +344.6% | +278.0% |
| 5Y | +218.9% | -4.4% | +223.3% | +225.2% |
| All | +218.9% | -5.3% | +224.1% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling