+570.4%
MSTR vs WMB
+267.1%
+303.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | -13.8% | +12.6% | +4.8% |
| 30D | -15.9% | -10.3% | -5.6% | -12.4% |
| 3M | +33.1% | -10.1% | +43.2% | +37.4% |
| 6M | -31.0% | -11.8% | -19.1% | -29.0% |
| YTD | -15.1% | +8.9% | -24.1% | -21.0% |
| 1Y | -45.6% | +14.0% | -59.6% | -50.6% |
| 3Y | +180.5% | +100.5% | +80.0% | +101.1% |
| 5Y | +61.7% | +179.5% | -117.8% | +4.6% |
| All | +570.4% | +267.1% | +303.3% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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