+755.9%
MSTR vs WBD
+16.8%
+739.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.8% | +39.5% | -66.3% | -38.3% |
| 7D | -26.8% | +39.5% | -66.3% | -38.3% |
| 30D | -26.8% | +39.5% | -66.3% | -38.3% |
| 3M | -26.8% | +39.5% | -66.3% | -38.3% |
| 6M | -26.8% | +39.5% | -66.3% | -38.3% |
| YTD | -26.8% | +39.5% | -66.3% | -38.3% |
| 1Y | -53.2% | +63.0% | -116.2% | -62.9% |
| 3Y | +408.4% | +206.7% | +201.7% | +190.6% |
| 5Y | +152.6% | +18.4% | +134.2% | +90.7% |
| All | +755.9% | +16.8% | +739.1% | +495.7% |
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