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  • ASTS vs WAT✓SelectedUSD · WATASTS vs WAT performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

ASTS vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+431.2%
WAT return
-3.2%
Excess return
+434.5%
Maximum drawdown
-85.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+0.3%-1.0%+1.3%+0.8%
7D+7.3%-1.3%+8.6%+8.1%
30D-8.9%+2.3%-11.2%-9.7%
3M-41.9%+8.7%-50.7%-44.4%
6M-40.6%+28.3%-68.9%-48.9%
YTD-14.2%+7.8%-22.0%-19.6%
1Y+48.9%+36.6%+12.3%+22.2%
3Y+1,461.7%+45.7%+1,416.0%+1,057.8%
All+431.2%-3.2%+434.5%+304.0%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…

5y analysis · Full analysis span regression · 6 months rolling