+1,333.1%
CRWD vs WY
+21.1%
+1,312.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | +2.2% | -1.7% | +3.8% | +2.7% |
| 30D | -7.7% | -9.9% | +2.1% | -4.9% |
| 3M | +28.9% | -7.5% | +36.4% | +31.3% |
| 6M | +91.5% | -5.1% | +96.6% | +92.2% |
| YTD | +77.3% | -2.1% | +79.4% | +75.2% |
| 1Y | +96.3% | -7.3% | +103.6% | +97.1% |
| 3Y | +394.5% | -22.6% | +417.1% | +417.7% |
| 5Y | +213.5% | -19.8% | +233.3% | +229.3% |
| All | +1,333.1% | +21.1% | +1,312.0% | +1,194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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