+1,340.4%
CRWD vs WBD
-2.8%
+1,343.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.9% | +4.2% | -10.1% | -6.6% |
| 3M | +29.0% | +7.5% | +21.5% | +27.2% |
| 6M | +91.5% | +1.6% | +89.9% | +90.9% |
| YTD | +78.2% | -2.2% | +80.4% | +78.9% |
| 1Y | +96.6% | +124.9% | -28.2% | +66.2% |
| 3Y | +397.0% | +149.1% | +247.9% | +294.8% |
| 5Y | +218.9% | +7.8% | +211.0% | +173.7% |
| All | +1,340.4% | -2.8% | +1,343.2% | +1,140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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