+232.8%
MSTR vs WBD
+220.1%
+12.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +14.2% | -26.5% | -16.9% |
| 7D | -12.3% | +14.2% | -26.5% | -16.9% |
| 30D | -12.3% | +14.2% | -26.5% | -16.9% |
| 3M | -12.3% | +14.2% | -26.5% | -16.9% |
| 6M | +37.2% | +13.3% | +23.9% | +30.5% |
| YTD | +8.2% | +7.4% | +0.8% | +4.9% |
| 1Y | -53.2% | +63.0% | -116.2% | -61.0% |
| All | +232.8% | +220.1% | +12.7% | +95.1% |
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