+40.9%
MSTR vs WTW
+51.8%
-10.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -5.5% |
| 7D | -11.5% | -2.3% | -9.2% | -10.3% |
| 30D | -24.8% | +10.7% | -35.5% | -29.6% |
| 3M | +20.6% | -3.1% | +23.7% | +22.6% |
| 6M | -38.0% | +31.7% | -69.6% | -48.6% |
| YTD | -24.7% | +1.1% | -25.8% | -26.6% |
| 1Y | -49.1% | +4.1% | -53.1% | -51.6% |
| 3Y | +124.7% | +42.1% | +82.6% | +42.4% |
| 5Y | +40.9% | +52.2% | -11.3% | -26.6% |
| All | +40.9% | +51.8% | -10.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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