+677.4%
MSTR vs WBD
+10.9%
+666.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +7.7% | -1.7% | +9.4% | +8.4% |
| 30D | +36.3% | +3.9% | +32.5% | +34.4% |
| 3M | +13.4% | +5.1% | +8.3% | +11.1% |
| 6M | -4.5% | +0.6% | -5.1% | -4.8% |
| YTD | -12.7% | -3.2% | -9.5% | -11.7% |
| 1Y | -59.6% | +127.7% | -187.3% | -71.1% |
| 3Y | +272.5% | +146.6% | +125.9% | +142.2% |
| 5Y | +107.1% | +4.2% | +103.0% | +71.4% |
| 10Y | +677.4% | +13.7% | +663.7% | +479.9% |
| All | +677.4% | +10.9% | +666.5% | +479.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling