+117.5%
CRWD vs WETO
-99.4%
+216.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.1% |
| 7D | -3.0% | -4.3% | +1.3% | -3.0% |
| 30D | -6.8% | -39.9% | +33.1% | -7.0% |
| 3M | +19.6% | -97.9% | +117.5% | +18.3% |
| 6M | +87.1% | -95.0% | +182.1% | +86.8% |
| YTD | +76.4% | -97.2% | +173.6% | +74.4% |
| 1Y | +90.8% | -98.9% | +189.7% | +84.6% |
| All | +117.5% | -99.4% | +216.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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