+1,089.0%
MSTR vs WSM
+5,348.9%
-4,259.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.6% |
| 7D | -4.0% | +0.9% | -4.8% | -4.2% |
| 30D | -18.6% | +8.6% | -27.2% | -20.8% |
| 3M | +25.6% | +4.2% | +21.3% | +24.1% |
| 6M | -33.1% | +44.6% | -77.7% | -40.9% |
| YTD | -17.3% | +48.5% | -65.9% | -27.5% |
| 1Y | -48.1% | +34.7% | -82.8% | -53.1% |
| 3Y | +154.2% | +271.0% | -116.9% | +66.6% |
| 5Y | +46.2% | +180.9% | -134.7% | +5.2% |
| 10Y | +554.5% | +1,235.4% | -680.9% | +184.5% |
| All | +1,089.0% | +5,348.9% | -4,259.8% | +134.8% |
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