+2,355.7%
MSTR vs WBD
+293.1%
+2,062.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | -1.8% | +14.0% | +12.9% |
| 30D | +45.2% | +8.8% | +36.4% | +40.8% |
| 3M | +10.4% | +4.6% | +5.8% | +8.4% |
| 6M | -2.5% | +1.1% | -3.6% | -3.0% |
| YTD | -6.0% | -2.0% | -4.0% | -5.4% |
| 1Y | -56.4% | +140.0% | -196.4% | -69.3% |
| 3Y | +306.3% | +144.4% | +161.9% | +166.9% |
| 5Y | +100.5% | -0.2% | +100.7% | +73.3% |
| 10Y | +741.1% | +9.1% | +732.0% | +517.9% |
| All | +2,355.7% | +293.1% | +2,062.7% | +937.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling