+699.8%
MSTR vs WCN
+239.4%
+460.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | +9.3% | -0.4% | +9.8% | +9.8% |
| 30D | +36.5% | -2.1% | +38.6% | +38.3% |
| 3M | +7.3% | +6.4% | +1.0% | +2.0% |
| 6M | +2.2% | -3.7% | +5.9% | +2.3% |
| YTD | -10.2% | -6.4% | -3.8% | -8.9% |
| 1Y | -58.6% | -7.9% | -50.7% | -58.0% |
| 3Y | +283.2% | +20.8% | +262.4% | +216.8% |
| 5Y | +113.8% | +29.0% | +84.8% | +72.1% |
| All | +699.8% | +239.4% | +460.4% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling