+1,348.4%
CRWD vs WWD
+209.3%
+1,139.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -2.1% | -6.4% | +4.4% | -0.2% |
| 3M | +27.5% | -5.6% | +33.1% | +28.8% |
| 6M | +95.8% | -9.1% | +104.9% | +98.0% |
| YTD | +79.2% | +12.5% | +66.7% | +68.1% |
| 1Y | +96.3% | +41.3% | +54.9% | +69.9% |
| 3Y | +399.8% | +170.2% | +229.6% | +256.3% |
| 5Y | +216.7% | +192.5% | +24.2% | +117.2% |
| All | +1,348.4% | +209.3% | +1,139.1% | +1,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling