+308.9%
MSTR vs WST
-15.6%
+324.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +12.2% | +0.7% | +11.4% | +12.0% |
| 30D | +45.2% | -3.1% | +48.3% | +46.5% |
| 3M | +10.4% | +7.2% | +3.2% | +8.1% |
| 6M | -2.5% | +36.8% | -39.3% | -11.1% |
| YTD | -6.0% | +23.8% | -29.9% | -12.4% |
| 1Y | -56.4% | +37.8% | -94.2% | -60.5% |
| All | +308.9% | -15.6% | +324.5% | +290.4% |
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 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