+1,340.4%
CRWD vs WST
+190.9%
+1,149.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | -2.8% | +0.4% | -3.3% | -3.0% |
| 30D | -5.9% | -2.0% | -3.9% | -5.3% |
| 3M | +29.0% | +4.1% | +24.9% | +26.8% |
| 6M | +91.5% | +47.4% | +44.0% | +64.1% |
| YTD | +78.2% | +25.4% | +52.8% | +61.6% |
| 1Y | +96.6% | +35.3% | +61.3% | +72.0% |
| 3Y | +397.0% | -11.7% | +408.7% | +369.9% |
| 5Y | +218.9% | -24.0% | +242.9% | +231.1% |
| All | +1,340.4% | +190.9% | +1,149.5% | +519.6% |
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