+40.4%
MSTR vs WST
+1.0%
+39.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -3.0% |
| 7D | -13.4% | +4.2% | -17.6% | -15.2% |
| 30D | -22.1% | +11.2% | -33.3% | -25.9% |
| 3M | +15.0% | +20.4% | -5.4% | +5.1% |
| 6M | -37.3% | +37.9% | -75.2% | -46.7% |
| YTD | -26.5% | +51.8% | -78.3% | -41.0% |
| 1Y | -46.5% | +56.6% | -103.1% | -57.9% |
| 3Y | +121.1% | +24.2% | +96.9% | +65.1% |
| All | +40.4% | +1.0% | +39.4% | +20.7% |
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