+120.4%
MSTR vs WEC
+31.0%
+89.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +45.1% |
| 3M | +10.4% | -3.9% | +14.3% | +10.4% |
| 6M | -2.5% | -8.3% | +5.8% | -1.9% |
| YTD | -6.0% | +3.1% | -9.1% | -6.8% |
| 1Y | -56.4% | +1.9% | -58.3% | -56.7% |
| 3Y | +306.3% | +41.9% | +264.4% | +268.7% |
| All | +120.4% | +31.0% | +89.4% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling