+521.9%
MSTR vs WST
+452.5%
+69.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -14.2% | +1.0% | -15.2% | -14.5% |
| 30D | -19.9% | +12.3% | -32.2% | -23.8% |
| 3M | +27.3% | +17.5% | +9.8% | +18.4% |
| 6M | -37.6% | +28.2% | -65.7% | -44.4% |
| YTD | -19.5% | +50.4% | -69.9% | -33.9% |
| 1Y | -47.1% | +49.3% | -96.4% | -56.6% |
| 3Y | +140.3% | +21.8% | +118.5% | +90.9% |
| 5Y | +49.5% | +0.3% | +49.2% | +27.8% |
| 10Y | +521.9% | +451.2% | +70.7% | +170.2% |
| All | +521.9% | +452.5% | +69.3% | +170.2% |
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