+1,333.1%
CRWD vs WCN
+83.3%
+1,249.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +2.2% | -1.7% | +3.9% | +3.1% |
| 30D | -7.7% | -3.0% | -4.7% | -6.3% |
| 3M | +28.9% | +2.5% | +26.3% | +25.9% |
| 6M | +91.5% | -5.7% | +97.2% | +94.7% |
| YTD | +77.3% | -7.4% | +84.8% | +81.7% |
| 1Y | +96.3% | -8.6% | +104.9% | +101.7% |
| 3Y | +394.5% | +19.4% | +375.1% | +321.9% |
| 5Y | +213.5% | +27.2% | +186.3% | +154.2% |
| All | +1,333.1% | +83.3% | +1,249.8% | +832.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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