+120.4%
MSTR vs WCC
+216.1%
-95.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -3.9% |
| 7D | +12.2% | +4.5% | +7.7% | +9.1% |
| 30D | +45.2% | -5.8% | +51.0% | +50.8% |
| 3M | +10.4% | -3.7% | +14.0% | +10.9% |
| 6M | -2.5% | +23.1% | -25.5% | -18.5% |
| YTD | -6.0% | +44.2% | -50.2% | -29.8% |
| 1Y | -56.4% | +62.1% | -118.5% | -70.6% |
| 3Y | +306.3% | +121.1% | +185.2% | +102.7% |
| All | +120.4% | +216.1% | -95.7% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling