+218.9%
CRWD vs WWD
+187.1%
+31.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -2.8% | -2.9% | 0.0% | -1.7% |
| 30D | -5.9% | -6.6% | +0.7% | -3.2% |
| 3M | +29.0% | -9.3% | +38.3% | +33.0% |
| 6M | +91.5% | -13.6% | +105.1% | +98.4% |
| YTD | +78.2% | +10.4% | +67.9% | +60.3% |
| 1Y | +96.6% | +39.9% | +56.8% | +52.9% |
| 3Y | +397.0% | +165.0% | +232.0% | +166.3% |
| 5Y | +218.9% | +183.8% | +35.1% | +54.3% |
| All | +218.9% | +187.1% | +31.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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