+4,364.1%
WDC vs MSTR
+1,469.9%
+2,894.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.4% | +10.3% |
| 7D | -14.4% | -4.0% | -10.5% | -13.7% |
| 30D | -27.1% | -18.6% | -8.4% | -24.1% |
| 3M | -33.3% | +25.6% | -58.8% | -36.9% |
| 6M | -39.6% | -33.1% | -6.5% | -36.4% |
| YTD | +68.4% | -17.3% | +85.7% | +67.4% |
| 1Y | +78.2% | -48.1% | +126.2% | +92.1% |
| 3Y | +772.0% | +154.2% | +617.8% | +497.1% |
| 5Y | +584.9% | +46.2% | +538.7% | +355.5% |
| 10Y | +653.4% | +554.5% | +98.9% | +230.2% |
| All | +4,364.1% | +1,469.9% | +2,894.3% | +1,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling