-47.1%
MSTR vs WAB
+46.1%
-93.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -14.2% | +3.1% | -17.3% | -15.1% |
| 30D | -19.9% | +6.4% | -26.3% | -21.5% |
| 3M | +27.3% | +2.2% | +25.2% | +26.0% |
| 6M | -37.6% | +13.7% | -51.3% | -40.2% |
| YTD | -19.5% | +43.0% | -62.5% | -29.3% |
| 1Y | -47.1% | +47.0% | -94.1% | -53.3% |
| All | -47.1% | +46.1% | -93.2% | -53.3% |
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