+1,046.2%
MSTR vs WSM
+5,346.1%
-4,299.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -10.7% | +3.1% | -13.8% | -11.5% |
| 30D | -21.6% | +8.5% | -30.1% | -23.6% |
| 3M | +24.4% | +4.6% | +19.8% | +22.8% |
| 6M | -35.5% | +44.5% | -80.0% | -43.0% |
| YTD | -20.3% | +48.4% | -68.8% | -30.1% |
| 1Y | -49.3% | +36.2% | -85.5% | -54.3% |
| 3Y | +137.8% | +268.8% | -131.0% | +56.1% |
| 5Y | +48.3% | +185.2% | -136.9% | +6.3% |
| 10Y | +526.8% | +1,175.8% | -649.1% | +175.7% |
| All | +1,046.2% | +5,346.1% | -4,299.9% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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