+554.5%
MSTR vs WCC
+492.1%
+62.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.1% | -10.7% | -6.4% |
| 7D | -4.0% | -5.7% | +1.7% | -2.1% |
| 30D | -18.6% | -13.5% | -5.2% | -13.6% |
| 3M | +25.6% | -12.9% | +38.4% | +32.7% |
| 6M | -33.1% | -10.7% | -22.4% | -31.1% |
| YTD | -17.3% | +30.0% | -47.3% | -29.3% |
| 1Y | -48.1% | +24.7% | -72.8% | -54.8% |
| 3Y | +154.2% | +136.6% | +17.6% | +60.3% |
| 5Y | +46.2% | +143.9% | -97.7% | -9.4% |
| 10Y | +554.5% | +465.9% | +88.6% | +192.7% |
| All | +554.5% | +492.1% | +62.5% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling