+113.2%
WDC vs MSTR
-44.1%
+157.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -7.8% |
| 7D | -18.3% | -1.8% | -16.5% | -18.1% |
| 30D | -26.7% | -13.3% | -13.4% | -24.8% |
| 3M | -40.9% | +46.0% | -86.9% | -46.1% |
| 6M | -26.8% | -22.4% | -4.3% | -24.6% |
| YTD | +88.2% | -6.2% | +94.4% | +73.4% |
| 1Y | +113.2% | -42.3% | +155.5% | +111.1% |
| All | +113.2% | -44.1% | +157.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling