+49.9%
MSTR vs WST
-0.1%
+50.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.2% |
| 7D | -1.2% | -3.1% | +1.9% | +0.4% |
| 30D | -15.9% | +9.1% | -25.0% | -19.2% |
| 3M | +33.1% | +14.7% | +18.4% | +24.7% |
| 6M | -31.0% | +28.0% | -59.0% | -39.1% |
| YTD | -15.1% | +45.6% | -60.8% | -30.4% |
| 1Y | -45.6% | +45.7% | -91.3% | -55.6% |
| 3Y | +180.5% | +21.1% | +159.4% | +110.1% |
| All | +49.9% | -0.1% | +50.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling