+137.8%
MSTR vs WST
+23.5%
+114.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +1.4% | -12.1% | -11.0% |
| 30D | -21.6% | +12.7% | -34.3% | -23.9% |
| 3M | +24.4% | +17.2% | +7.2% | +19.3% |
| 6M | -35.5% | +26.7% | -62.1% | -39.5% |
| YTD | -20.3% | +50.3% | -70.6% | -29.3% |
| 1Y | -49.3% | +50.2% | -99.5% | -55.1% |
| 3Y | +137.8% | +21.7% | +116.1% | +108.8% |
| All | +137.8% | +23.5% | +114.3% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling