+121.1%
MSTR vs WCC
+134.5%
-13.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.5% |
| 7D | -13.4% | +9.9% | -23.4% | -18.4% |
| 30D | -22.1% | -8.4% | -13.6% | -19.0% |
| 3M | +15.0% | -10.3% | +25.3% | +20.8% |
| 6M | -37.3% | -10.5% | -26.8% | -35.4% |
| YTD | -26.5% | +32.2% | -58.7% | -41.6% |
| 1Y | -46.5% | +25.5% | -72.0% | -56.1% |
| 3Y | +121.1% | +134.7% | -13.6% | +40.7% |
| All | +121.1% | +134.5% | -13.4% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling