+731.6%
MSTR vs WWD
+485.4%
+246.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +12.2% | +1.3% | +10.9% | +11.6% |
| 30D | +45.2% | -7.2% | +52.3% | +49.9% |
| 3M | +10.4% | -3.8% | +14.2% | +10.3% |
| 6M | -2.5% | -9.9% | +7.4% | +0.1% |
| YTD | -6.0% | +14.8% | -20.8% | -15.3% |
| 1Y | -56.4% | +42.1% | -98.5% | -65.3% |
| 3Y | +306.3% | +170.8% | +135.5% | +131.3% |
| 5Y | +100.5% | +197.5% | -97.0% | +9.9% |
| All | +731.6% | +485.4% | +246.2% | +250.5% |
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