+230.9%
ASTS vs WCC
+495.5%
-264.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.2% |
| 7D | -21.1% | -14.7% | -6.4% | -15.7% |
| 30D | -46.7% | -20.1% | -26.6% | -41.7% |
| 3M | -52.0% | -21.2% | -30.8% | -47.2% |
| 6M | -54.3% | -19.2% | -35.1% | -49.9% |
| YTD | -55.5% | +20.2% | -75.7% | -57.4% |
| 1Y | -50.5% | +14.5% | -64.9% | -51.6% |
| 3Y | +706.2% | +115.1% | +591.1% | +536.8% |
| 5Y | +165.2% | +121.5% | +43.7% | +102.8% |
| All | +230.9% | +495.5% | -264.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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