-56.4%
MSTR vs WCC
+61.8%
-118.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -3.0% |
| 7D | +12.2% | +4.5% | +7.7% | +10.2% |
| 30D | +45.2% | -5.8% | +51.0% | +48.6% |
| 3M | +10.4% | -3.7% | +14.0% | +11.5% |
| 6M | -2.5% | +23.1% | -25.5% | -13.9% |
| YTD | -6.0% | +44.2% | -50.2% | -20.6% |
| 1Y | -56.4% | +62.1% | -118.5% | -63.5% |
| All | -56.4% | +61.8% | -118.2% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling