+300.8%
MSTR vs WBD
+155.0%
+145.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +12.2% | -1.8% | +14.0% | +12.8% |
| 30D | +45.2% | +8.8% | +36.4% | +41.1% |
| 3M | +10.4% | +4.6% | +5.8% | +8.6% |
| 6M | -2.5% | +1.1% | -3.6% | -2.9% |
| YTD | -6.0% | -2.0% | -4.0% | -5.5% |
| 1Y | -56.4% | +140.0% | -196.4% | -68.5% |
| All | +300.8% | +155.0% | +145.8% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling