+554.5%
MSTR vs WWD
+494.7%
+59.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -5.0% |
| 7D | -4.0% | +4.2% | -8.1% | -5.9% |
| 30D | -18.6% | -0.8% | -17.9% | -18.4% |
| 3M | +25.6% | -8.2% | +33.8% | +30.4% |
| 6M | -33.1% | -9.8% | -23.2% | -31.0% |
| YTD | -17.3% | +10.4% | -27.8% | -24.1% |
| 1Y | -48.1% | +25.5% | -73.6% | -55.9% |
| 3Y | +154.2% | +155.8% | -1.6% | +48.6% |
| 5Y | +46.2% | +187.3% | -141.1% | -18.6% |
| 10Y | +554.5% | +462.7% | +91.8% | +196.6% |
| All | +554.5% | +494.7% | +59.8% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling