-42.3%
MSTR vs WAB
+46.5%
-88.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.7% |
| 7D | -1.8% | +4.5% | -6.3% | -3.3% |
| 30D | -13.3% | +1.1% | -14.4% | -13.6% |
| 3M | +46.0% | -1.3% | +47.2% | +46.2% |
| 6M | -22.4% | +12.7% | -35.2% | -26.1% |
| YTD | -6.2% | +38.7% | -44.9% | -19.2% |
| 1Y | -42.3% | +44.9% | -87.2% | -51.7% |
| All | -42.3% | +46.5% | -88.8% | -51.7% |
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