+1,369.7%
CRWD vs WAT
+99.2%
+1,270.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | +1.5% | +2.3% | -0.8% | +0.8% |
| 3M | +18.5% | +8.7% | +9.8% | +14.9% |
| 6M | +109.1% | +28.3% | +80.8% | +89.4% |
| YTD | +81.8% | +7.8% | +74.1% | +74.5% |
| 1Y | +106.7% | +36.6% | +70.1% | +80.1% |
| 3Y | +428.7% | +45.7% | +383.0% | +319.4% |
| 5Y | +206.4% | -3.3% | +209.7% | +187.6% |
| All | +1,369.7% | +99.2% | +1,270.5% | +812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling