+211.9%
CRWD vs WM
+60.4%
+151.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.2% | +5.4% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -16.9% | +13.3% | -30.2% | -19.0% |
| 3M | +6.6% | +4.4% | +2.2% | +5.6% |
| 6M | +73.2% | +10.8% | +62.4% | +68.1% |
| YTD | +95.1% | +9.1% | +86.0% | +89.9% |
| 1Y | +69.4% | +19.1% | +50.2% | +60.2% |
| 3Y | +379.3% | +45.7% | +333.6% | +310.4% |
| 5Y | +211.9% | +60.4% | +151.4% | +138.2% |
| All | +211.9% | +60.4% | +151.5% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 5y: compounded portfolio wealth divided by compounded WM 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…
5y analysis · Full analysis span regression · 6 months rolling