+1,256.8%
WDC vs MSTR
+306.3%
+950.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.0% |
| 7D | +1.7% | +12.2% | -10.4% | -0.1% |
| 30D | -10.0% | +45.2% | -55.1% | -15.0% |
| 3M | -18.8% | +10.4% | -29.1% | -20.8% |
| 6M | +79.0% | -2.5% | +81.5% | +76.6% |
| YTD | +171.6% | -6.0% | +177.6% | +165.6% |
| 1Y | +417.4% | -56.4% | +473.8% | +451.1% |
| All | +1,256.8% | +306.3% | +950.5% | +1,092.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling