+1,485.3%
CRWD vs WST
+247.8%
+1,237.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +5.8% | +4.9% | +1.0% | +4.0% |
| 30D | -12.0% | +10.7% | -22.7% | -15.1% |
| 3M | +3.6% | +16.8% | -13.2% | -2.0% |
| 6M | +68.3% | +32.0% | +36.4% | +51.8% |
| YTD | +96.2% | +49.9% | +46.2% | +67.1% |
| 1Y | +68.4% | +50.6% | +17.8% | +42.9% |
| 3Y | +368.4% | +21.4% | +347.0% | +280.4% |
| 5Y | +223.4% | -0.6% | +224.0% | +196.5% |
| All | +1,485.3% | +247.8% | +1,237.5% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling