+216.1%
CRWD vs WM
+52.1%
+163.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +1.5% | -2.4% | +3.9% | +2.0% |
| 3M | +18.5% | +0.4% | +18.1% | +17.6% |
| 6M | +109.1% | -9.5% | +118.6% | +113.7% |
| YTD | +81.8% | +0.5% | +81.3% | +80.0% |
| 1Y | +106.7% | -1.1% | +107.8% | +105.4% |
| 3Y | +428.7% | +46.0% | +382.7% | +342.1% |
| All | +216.1% | +52.1% | +163.9% | +145.2% |
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