+1,509.0%
MSTR vs WCC
+1,713.7%
-204.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.7% |
| 7D | +12.2% | +4.5% | +7.7% | +10.6% |
| 30D | +45.2% | -5.8% | +51.0% | +48.1% |
| 3M | +10.4% | -3.7% | +14.0% | +10.9% |
| 6M | -2.5% | +23.1% | -25.5% | -10.0% |
| YTD | -6.0% | +44.2% | -50.2% | -17.6% |
| 1Y | -56.4% | +62.1% | -118.5% | -63.5% |
| 3Y | +306.3% | +121.1% | +185.2% | +206.1% |
| 5Y | +100.5% | +214.0% | -113.5% | +38.3% |
| 10Y | +741.1% | +472.8% | +268.3% | +346.1% |
| All | +1,509.0% | +1,713.7% | -204.7% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling