+526.8%
MSTR vs WST
+446.4%
+80.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -10.7% | +1.4% | -12.1% | -11.2% |
| 30D | -21.6% | +12.7% | -34.3% | -25.6% |
| 3M | +24.4% | +17.2% | +7.2% | +15.9% |
| 6M | -35.5% | +26.7% | -62.1% | -42.2% |
| YTD | -20.3% | +50.3% | -70.6% | -34.5% |
| 1Y | -49.3% | +50.2% | -99.5% | -58.5% |
| 3Y | +137.8% | +21.7% | +116.1% | +89.0% |
| 5Y | +48.3% | +2.0% | +46.3% | +25.9% |
| 10Y | +526.8% | +451.1% | +75.7% | +173.2% |
| All | +526.8% | +446.4% | +80.4% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling