-42.3%
MSTR vs WST
+47.3%
-89.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | -13.3% | +8.5% | -21.8% | -15.9% |
| 3M | +46.0% | +17.2% | +28.8% | +37.1% |
| 6M | -22.4% | +36.3% | -58.7% | -32.1% |
| YTD | -6.2% | +48.9% | -55.1% | -30.5% |
| 1Y | -42.3% | +42.9% | -85.2% | -56.6% |
| All | -42.3% | +47.3% | -89.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling