+495.5%
MSTR vs WAB
+269.8%
+225.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.8% |
| 7D | -11.5% | +7.9% | -19.4% | -15.5% |
| 30D | -24.8% | +4.9% | -29.7% | -26.8% |
| 3M | +20.6% | +1.8% | +18.9% | +19.6% |
| 6M | -38.0% | +12.0% | -49.9% | -42.7% |
| YTD | -24.7% | +41.3% | -66.0% | -39.6% |
| 1Y | -49.1% | +43.8% | -92.9% | -59.7% |
| 3Y | +124.7% | +171.1% | -46.4% | +26.7% |
| 5Y | +40.9% | +217.7% | -176.8% | -24.5% |
| All | +495.5% | +269.8% | +225.7% | +162.9% |
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