-44.7%
MSTR vs WETO
-99.4%
+54.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -2.8% |
| 7D | +7.7% | -38.7% | +46.4% | +7.8% |
| 30D | +36.3% | -51.3% | +87.7% | +35.8% |
| 3M | +13.4% | -97.8% | +111.2% | +24.9% |
| 6M | -4.5% | -94.8% | +90.3% | -4.4% |
| YTD | -12.7% | -97.2% | +84.5% | -7.7% |
| 1Y | -59.6% | -98.9% | +39.3% | -54.5% |
| All | -44.7% | -99.4% | +54.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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