+1,340.4%
CRWD vs WSM
+787.7%
+552.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -5.9% | -10.7% | +4.8% | -2.5% |
| 3M | +29.0% | +8.5% | +20.5% | +25.7% |
| 6M | +91.5% | +19.6% | +71.8% | +80.0% |
| YTD | +78.2% | +26.6% | +51.6% | +64.1% |
| 1Y | +96.6% | +12.0% | +84.7% | +87.4% |
| 3Y | +397.0% | +226.6% | +170.4% | +213.0% |
| 5Y | +218.9% | +174.1% | +44.7% | +103.5% |
| All | +1,340.4% | +787.7% | +552.7% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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