+40.9%
MSTR vs WAT
+31.1%
+9.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.6% | -5.5% |
| 7D | -11.5% | +2.0% | -13.5% | -12.5% |
| 30D | -24.8% | +7.7% | -32.5% | -27.4% |
| 3M | +20.6% | +11.1% | +9.6% | +14.7% |
| 6M | -38.0% | +31.2% | -69.2% | -46.4% |
| YTD | -24.7% | +21.7% | -46.4% | -33.3% |
| 1Y | -49.1% | +19.3% | -68.4% | -54.5% |
| 3Y | +124.7% | +80.6% | +44.1% | +35.9% |
| 5Y | +40.9% | +29.5% | +11.4% | +6.1% |
| All | +40.9% | +31.1% | +9.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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