+677.4%
MSTR vs WCN
+235.4%
+442.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | +7.7% | -1.7% | +9.5% | +9.0% |
| 30D | +36.3% | -3.0% | +39.3% | +38.8% |
| 3M | +13.4% | +2.5% | +10.9% | +10.3% |
| 6M | -4.5% | -5.7% | +1.2% | -3.3% |
| YTD | -12.7% | -7.4% | -5.2% | -10.9% |
| 1Y | -59.6% | -8.6% | -51.0% | -58.8% |
| 3Y | +272.5% | +19.4% | +253.1% | +210.0% |
| 5Y | +107.1% | +27.2% | +79.9% | +68.1% |
| 10Y | +677.4% | +238.5% | +438.9% | +292.8% |
| All | +677.4% | +235.4% | +442.0% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WCN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling