+180.5%
MSTR vs WWD
+145.1%
+35.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -2.0% |
| 7D | -1.2% | +4.2% | -5.4% | -3.1% |
| 30D | -15.9% | -2.1% | -13.8% | -14.9% |
| 3M | +33.1% | -13.2% | +46.3% | +42.1% |
| 6M | -31.0% | -16.9% | -14.1% | -26.1% |
| YTD | -15.1% | +5.2% | -20.4% | -22.0% |
| 1Y | -45.6% | +20.6% | -66.2% | -55.1% |
| 3Y | +180.5% | +146.3% | +34.2% | +26.7% |
| All | +180.5% | +145.1% | +35.4% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling