-49.1%
MSTR vs WST
+49.0%
-98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -11.5% | +4.9% | -16.4% | -13.2% |
| 30D | -24.8% | +10.7% | -35.5% | -27.5% |
| 3M | +20.6% | +16.8% | +3.8% | +13.7% |
| 6M | -38.0% | +32.0% | -69.9% | -44.7% |
| YTD | -24.7% | +49.9% | -74.6% | -44.6% |
| 1Y | -49.1% | +50.6% | -99.7% | -62.4% |
| All | -49.1% | +49.0% | -98.1% | -62.4% |
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