+481.0%
MSTR vs WST
+456.5%
+24.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -3.0% |
| 7D | -13.4% | +4.2% | -17.6% | -15.1% |
| 30D | -22.1% | +11.2% | -33.3% | -25.6% |
| 3M | +15.0% | +20.4% | -5.4% | +5.8% |
| 6M | -37.3% | +37.9% | -75.2% | -46.0% |
| YTD | -26.5% | +51.8% | -78.3% | -39.9% |
| 1Y | -46.5% | +56.6% | -103.1% | -57.0% |
| 3Y | +121.1% | +24.2% | +96.9% | +73.9% |
| 5Y | +37.5% | +0.7% | +36.8% | +17.3% |
| All | +481.0% | +456.5% | +24.5% | +154.0% |
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