+49.9%
MSTR vs WAB
+203.5%
-153.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -2.2% |
| 7D | -1.2% | +1.4% | -2.6% | -2.4% |
| 30D | -15.9% | +0.4% | -16.3% | -16.0% |
| 3M | +33.1% | -3.8% | +37.0% | +38.9% |
| 6M | -31.0% | +5.1% | -36.1% | -36.4% |
| YTD | -15.1% | +33.3% | -48.5% | -41.4% |
| 1Y | -45.6% | +39.8% | -85.5% | -64.7% |
| 3Y | +180.5% | +161.1% | +19.5% | -19.8% |
| All | +49.9% | +203.5% | -153.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling