+554.5%
MSTR vs WAB
+305.5%
+249.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -5.6% |
| 7D | -4.0% | +4.0% | -7.9% | -6.1% |
| 30D | -18.6% | +4.5% | -23.1% | -20.6% |
| 3M | +25.6% | +2.3% | +23.3% | +24.2% |
| 6M | -33.1% | +12.5% | -45.5% | -38.3% |
| YTD | -17.3% | +40.2% | -57.5% | -33.4% |
| 1Y | -48.1% | +45.2% | -93.3% | -59.1% |
| 3Y | +154.2% | +171.8% | -17.6% | +43.3% |
| 5Y | +46.2% | +217.6% | -171.4% | -21.4% |
| 10Y | +554.5% | +285.3% | +269.2% | +193.5% |
| All | +554.5% | +305.5% | +249.1% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling