+583.6%
WDC vs MSTR
+568.1%
+15.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -28.0% | -1.2% | -26.7% | -27.7% |
| 30D | -34.9% | -15.9% | -19.0% | -32.8% |
| 3M | -41.6% | +33.1% | -74.7% | -45.1% |
| 6M | -45.4% | -31.0% | -14.4% | -42.9% |
| YTD | +53.3% | -15.1% | +68.4% | +51.8% |
| 1Y | +61.5% | -45.6% | +107.2% | +71.9% |
| 3Y | +712.3% | +180.5% | +531.8% | +450.4% |
| 5Y | +524.2% | +61.7% | +462.6% | +311.9% |
| All | +583.6% | +568.1% | +15.5% | +95.3% |
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