+1,252.0%
MSTR vs WCN
+5,817.2%
-4,565.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +12.2% | -0.6% | +12.8% | +12.5% |
| 30D | +45.2% | +0.4% | +44.7% | +45.0% |
| 3M | +10.4% | +7.3% | +3.1% | +7.2% |
| 6M | -2.5% | -2.5% | 0.0% | -2.9% |
| YTD | -6.0% | -5.4% | -0.6% | -5.7% |
| 1Y | -56.4% | -8.5% | -48.0% | -56.0% |
| 3Y | +306.3% | +20.8% | +285.5% | +274.7% |
| 5Y | +100.5% | +30.0% | +70.5% | +83.8% |
| 10Y | +741.1% | +238.4% | +502.7% | +487.0% |
| All | +1,252.0% | +5,817.2% | -4,565.3% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling