+1,120.6%
MSTR vs WWD
+8,972.6%
-7,851.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.5% |
| 7D | -1.2% | +4.2% | -5.4% | -2.7% |
| 30D | -15.9% | -2.1% | -13.8% | -15.2% |
| 3M | +33.1% | -13.2% | +46.3% | +40.1% |
| 6M | -31.0% | -16.9% | -14.1% | -27.0% |
| YTD | -15.1% | +5.2% | -20.4% | -18.4% |
| 1Y | -45.6% | +20.6% | -66.2% | -50.7% |
| 3Y | +180.5% | +146.3% | +34.2% | +95.4% |
| 5Y | +61.7% | +171.3% | -109.7% | +11.6% |
| 10Y | +578.0% | +471.3% | +106.7% | +240.1% |
| All | +1,120.6% | +8,972.6% | -7,851.9% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling