+1,348.4%
CRWD vs WFC
+131.6%
+1,216.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -2.3% | +1.1% | -3.4% | -2.7% |
| 30D | -2.1% | +0.8% | -2.9% | -2.4% |
| 3M | +27.5% | +9.3% | +18.2% | +24.0% |
| 6M | +95.8% | +10.6% | +85.2% | +88.9% |
| YTD | +79.2% | -4.1% | +83.3% | +80.0% |
| 1Y | +96.3% | +13.6% | +82.7% | +87.2% |
| 3Y | +399.8% | +130.7% | +269.0% | +294.1% |
| 5Y | +216.7% | +126.7% | +90.0% | +149.9% |
| All | +1,348.4% | +131.6% | +1,216.9% | +963.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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