+49.9%
MSTR vs WMB
+178.0%
-128.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.2% | -13.8% | +12.6% | +7.8% |
| 30D | -15.9% | -10.3% | -5.6% | -10.8% |
| 3M | +33.1% | -10.1% | +43.2% | +38.9% |
| 6M | -31.0% | -11.8% | -19.1% | -28.6% |
| YTD | -15.1% | +8.9% | -24.1% | -26.9% |
| 1Y | -45.6% | +14.0% | -59.6% | -55.2% |
| 3Y | +180.5% | +100.5% | +80.0% | +38.8% |
| All | +49.9% | +178.0% | -128.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling