+660.4%
WDC vs MSTR
+524.4%
+136.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.4% |
| 7D | -16.7% | -10.7% | -6.0% | -15.0% |
| 30D | -27.2% | -21.6% | -5.6% | -24.0% |
| 3M | -34.0% | +24.4% | -58.4% | -37.2% |
| 6M | -39.7% | -35.5% | -4.3% | -36.3% |
| YTD | +68.1% | -20.3% | +88.4% | +68.2% |
| 1Y | +66.3% | -49.3% | +115.6% | +79.1% |
| 3Y | +754.4% | +137.8% | +616.6% | +497.3% |
| 5Y | +595.8% | +48.3% | +547.5% | +366.8% |
| 10Y | +660.4% | +526.8% | +133.6% | +121.2% |
| All | +660.4% | +524.4% | +136.0% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling