+554.5%
MSTR vs WCN
+302.6%
+251.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -4.0% | +1.2% | -5.1% | -4.5% |
| 30D | -18.6% | +24.6% | -43.2% | -28.5% |
| 3M | +25.6% | +14.2% | +11.4% | +16.0% |
| 6M | -33.1% | +25.7% | -58.7% | -42.6% |
| YTD | -17.3% | +9.3% | -26.6% | -23.6% |
| 1Y | -48.1% | +15.3% | -63.4% | -54.0% |
| 3Y | +154.2% | +48.6% | +105.6% | +84.6% |
| 5Y | +46.2% | +46.9% | -0.7% | +8.6% |
| 10Y | +554.5% | +298.1% | +256.4% | +210.4% |
| All | +554.5% | +302.6% | +251.9% | +210.4% |
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