+731.6%
MSTR vs WEC
+138.6%
+593.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +12.2% | -0.3% | +12.4% | +12.2% |
| 30D | +45.2% | -1.3% | +46.5% | +45.2% |
| 3M | +10.4% | -3.9% | +14.3% | +10.4% |
| 6M | -2.5% | -8.3% | +5.8% | -2.2% |
| YTD | -6.0% | +3.1% | -9.1% | -6.3% |
| 1Y | -56.4% | +1.9% | -58.3% | -56.5% |
| 3Y | +306.3% | +41.9% | +264.4% | +293.4% |
| 5Y | +100.5% | +30.8% | +69.7% | +96.4% |
| All | +731.6% | +138.6% | +593.1% | +639.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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