+1,058.3%
MSTR vs WAB
+2,512.5%
-1,454.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -14.2% | +3.1% | -17.3% | -15.4% |
| 30D | -19.9% | +6.4% | -26.3% | -22.0% |
| 3M | +27.3% | +2.2% | +25.2% | +26.3% |
| 6M | -37.6% | +13.7% | -51.3% | -41.6% |
| YTD | -19.5% | +43.0% | -62.5% | -32.3% |
| 1Y | -47.1% | +47.0% | -94.1% | -56.1% |
| 3Y | +140.3% | +174.4% | -34.1% | +53.3% |
| 5Y | +49.5% | +222.2% | -172.7% | -7.2% |
| 10Y | +521.9% | +276.9% | +245.0% | +231.2% |
| All | +1,058.3% | +2,512.5% | -1,454.1% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling