+1,333.1%
CRWD vs WPM
+640.5%
+692.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | +2.2% | +3.9% | -1.7% | +1.3% |
| 30D | -7.7% | +17.7% | -25.4% | -11.4% |
| 3M | +28.9% | +39.4% | -10.5% | +18.4% |
| 6M | +91.5% | +6.4% | +85.0% | +85.9% |
| YTD | +77.3% | +34.0% | +43.3% | +60.6% |
| 1Y | +96.3% | +50.5% | +45.8% | +71.3% |
| 3Y | +394.5% | +280.3% | +114.2% | +228.2% |
| 5Y | +213.5% | +266.3% | -52.9% | +105.9% |
| All | +1,333.1% | +640.5% | +692.6% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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