+1,352.7%
MSTR vs WCC
+1,412.6%
-59.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -1.2% | -14.7% | +13.5% | +3.8% |
| 30D | -15.9% | -20.1% | +4.1% | -9.7% |
| 3M | +33.1% | -21.2% | +54.3% | +43.5% |
| 6M | -31.0% | -19.2% | -11.8% | -26.8% |
| YTD | -15.1% | +20.2% | -35.4% | -21.3% |
| 1Y | -45.6% | +14.5% | -60.1% | -48.8% |
| 3Y | +180.5% | +115.1% | +65.4% | +113.9% |
| 5Y | +61.7% | +121.5% | -59.8% | +23.4% |
| 10Y | +578.0% | +468.1% | +109.9% | +264.9% |
| All | +1,352.7% | +1,412.6% | -59.9% | +375.9% |
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 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