+223.2%
WMT vs CRWD
+1,223.0%
-999.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +0.1% | -2.3% | +2.5% | +0.2% |
| 30D | -5.0% | -2.1% | -2.9% | -5.0% |
| 3M | -11.3% | +27.5% | -38.8% | -12.9% |
| 6M | -13.8% | +95.8% | -109.6% | -17.9% |
| YTD | -4.2% | +79.2% | -83.4% | -8.4% |
| 1Y | +4.6% | +96.3% | -91.7% | -1.0% |
| 3Y | +100.5% | +399.8% | -299.3% | +75.7% |
| 5Y | +129.7% | +216.7% | -87.1% | +103.2% |
| All | +223.2% | +1,223.0% | -999.8% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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