-46.5%
MSTR vs WMB
+17.3%
-63.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.6% |
| 7D | -13.4% | +7.8% | -21.2% | -11.5% |
| 30D | -22.1% | -5.1% | -17.0% | -23.4% |
| 3M | +15.0% | -4.7% | +19.7% | +13.1% |
| 6M | -37.3% | -7.4% | -29.9% | -38.6% |
| YTD | -26.5% | +17.5% | -44.0% | -29.8% |
| 1Y | -46.5% | +19.5% | -65.9% | -48.3% |
| All | -46.5% | +17.3% | -63.8% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling