-56.4%
MSTR vs WAB
+48.2%
-104.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +12.2% | -3.2% | +15.4% | +13.3% |
| 30D | +45.2% | -4.4% | +49.6% | +47.2% |
| 3M | +10.4% | +7.9% | +2.5% | +5.6% |
| 6M | -2.5% | +8.7% | -11.2% | -8.0% |
| YTD | -6.0% | +33.0% | -39.0% | -20.9% |
| 1Y | -56.4% | +46.7% | -103.1% | -64.7% |
| All | -56.4% | +48.2% | -104.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling