+49.5%
MSTR vs WMB
+204.0%
-154.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.2% |
| 7D | -14.2% | +1.6% | -15.7% | -14.9% |
| 30D | -19.9% | -7.1% | -12.8% | -16.8% |
| 3M | +27.3% | -4.0% | +31.3% | +27.8% |
| 6M | -37.6% | -5.7% | -31.8% | -38.0% |
| YTD | -19.5% | +17.2% | -36.7% | -33.7% |
| 1Y | -47.1% | +17.2% | -64.3% | -56.7% |
| 3Y | +140.3% | +121.1% | +19.2% | +11.1% |
| 5Y | +49.5% | +197.2% | -147.7% | -40.8% |
| All | +49.5% | +204.0% | -154.5% | -40.8% |
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