+770.0%
WDC vs MSTR
+122.4%
+647.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -4.7% |
| 7D | +12.1% | -13.4% | +25.5% | +14.3% |
| 30D | -18.8% | -22.1% | +3.3% | -15.8% |
| 3M | -39.3% | +15.0% | -54.3% | -40.8% |
| 6M | -40.1% | -37.3% | -2.8% | -37.3% |
| YTD | +71.8% | -26.5% | +98.3% | +73.9% |
| 1Y | +88.5% | -46.5% | +134.9% | +97.3% |
| 3Y | +770.0% | +121.1% | +648.9% | +791.3% |
| All | +770.0% | +122.4% | +647.6% | +791.3% |
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 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