+2,534.2%
MSTR vs WPM
+5,967.5%
-3,433.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +12.2% | +1.1% | +11.1% | +12.0% |
| 30D | +45.2% | +26.4% | +18.8% | +39.6% |
| 3M | +10.4% | +20.8% | -10.5% | +7.1% |
| 6M | -2.5% | +1.1% | -3.6% | -2.6% |
| YTD | -6.0% | +32.5% | -38.5% | -10.4% |
| 1Y | -56.4% | +51.5% | -107.9% | -59.6% |
| 3Y | +306.3% | +267.0% | +39.3% | +224.5% |
| 5Y | +100.5% | +250.1% | -149.6% | +61.4% |
| 10Y | +741.1% | +540.4% | +200.7% | +504.5% |
| All | +2,534.2% | +5,967.5% | -3,433.3% | +1,245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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