+49.5%
MSTR vs WST
+1.5%
+48.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -14.2% | +1.0% | -15.2% | -14.5% |
| 30D | -19.9% | +12.3% | -32.2% | -24.1% |
| 3M | +27.3% | +17.5% | +9.8% | +17.8% |
| 6M | -37.6% | +28.2% | -65.7% | -44.9% |
| YTD | -19.5% | +50.4% | -69.9% | -35.0% |
| 1Y | -47.1% | +49.3% | -96.4% | -57.3% |
| 3Y | +140.3% | +21.8% | +118.5% | +82.0% |
| 5Y | +49.5% | +0.3% | +49.2% | +26.6% |
| All | +49.5% | +1.5% | +48.1% | +26.6% |
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