+120.4%
MSTR vs WAB
+222.7%
-102.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.1% |
| 7D | +12.2% | -3.2% | +15.4% | +15.9% |
| 30D | +45.2% | -4.4% | +49.6% | +51.8% |
| 3M | +10.4% | +7.9% | +2.5% | -1.6% |
| 6M | -2.5% | +8.7% | -11.2% | -14.6% |
| YTD | -6.0% | +33.0% | -39.0% | -35.2% |
| 1Y | -56.4% | +46.7% | -103.1% | -73.5% |
| 3Y | +306.3% | +153.0% | +153.3% | +20.1% |
| All | +120.4% | +222.7% | -102.4% | -51.6% |
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 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