+1,245.5%
WDC vs MSTR
+696.8%
+548.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.9% |
| 7D | +6.0% | +9.3% | -3.3% | +4.0% |
| 30D | +9.9% | +36.5% | -26.6% | +3.0% |
| 3M | -9.4% | +7.3% | -16.7% | -11.9% |
| 6M | +94.7% | +2.2% | +92.5% | +90.1% |
| YTD | +177.4% | -10.2% | +187.5% | +172.2% |
| 1Y | +412.6% | -58.6% | +471.2% | +470.3% |
| 3Y | +1,359.8% | +283.2% | +1,076.6% | +829.9% |
| 5Y | +992.6% | +113.8% | +878.8% | +580.3% |
| 10Y | +1,245.5% | +690.7% | +554.8% | +285.6% |
| All | +1,245.5% | +696.8% | +548.7% | +285.6% |
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