+283.2%
MSTR vs WCC
+137.6%
+145.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.8% |
| 7D | +9.3% | +8.5% | +0.8% | +4.2% |
| 30D | +36.5% | -1.0% | +37.5% | +37.1% |
| 3M | +7.3% | +2.1% | +5.2% | +4.1% |
| 6M | +2.2% | +36.8% | -34.6% | -18.6% |
| YTD | -10.2% | +47.7% | -57.9% | -31.9% |
| 1Y | -58.6% | +66.5% | -125.1% | -71.4% |
| 3Y | +283.2% | +134.2% | +149.0% | +128.5% |
| All | +283.2% | +137.6% | +145.6% | +128.5% |
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 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