+1,252.0%
MSTR vs WSM
+4,621.2%
-3,369.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | +12.2% | -3.3% | +15.4% | +13.3% |
| 30D | +45.2% | -8.4% | +53.6% | +49.2% |
| 3M | +10.4% | +9.7% | +0.7% | +6.6% |
| 6M | -2.5% | +16.7% | -19.2% | -7.9% |
| YTD | -6.0% | +28.7% | -34.7% | -13.9% |
| 1Y | -56.4% | +13.7% | -70.1% | -58.5% |
| 3Y | +306.3% | +230.1% | +76.2% | +175.1% |
| 5Y | +100.5% | +179.0% | -78.5% | +45.2% |
| 10Y | +741.1% | +1,002.5% | -261.4% | +286.3% |
| All | +1,252.0% | +4,621.2% | -3,369.2% | +179.0% |
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