+690.7%
MSTR vs WCC
+509.2%
+181.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.6% |
| 7D | +9.3% | +8.5% | +0.8% | +5.2% |
| 30D | +36.5% | -1.0% | +37.5% | +37.0% |
| 3M | +7.3% | +2.1% | +5.2% | +4.8% |
| 6M | +2.2% | +36.8% | -34.6% | -13.7% |
| YTD | -10.2% | +47.7% | -57.9% | -26.9% |
| 1Y | -58.6% | +66.5% | -125.1% | -68.5% |
| 3Y | +283.2% | +134.2% | +149.0% | +144.1% |
| 5Y | +113.8% | +231.6% | -117.9% | +20.4% |
| 10Y | +690.7% | +508.1% | +182.6% | +221.1% |
| All | +690.7% | +509.2% | +181.5% | +221.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling