-47.4%
MSTR vs WAB
+45.2%
-92.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -4.6% |
| 7D | -4.0% | +4.0% | -7.9% | -5.2% |
| 30D | -18.6% | +4.5% | -23.1% | -19.7% |
| 3M | +25.6% | +2.3% | +23.3% | +24.6% |
| 6M | -33.1% | +12.5% | -45.5% | -35.8% |
| YTD | -17.3% | +40.2% | -57.5% | -27.3% |
| All | -47.4% | +45.2% | -92.6% | -53.6% |
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