+244.8%
ASTS vs WCC
+544.4%
-299.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.7% | -8.7% |
| 7D | -9.3% | -9.9% | +0.6% | -5.1% |
| 30D | -33.9% | -13.4% | -20.5% | -29.7% |
| 3M | -51.0% | -13.5% | -37.5% | -47.9% |
| 6M | -55.1% | -10.6% | -44.5% | -52.7% |
| YTD | -53.6% | +30.1% | -83.7% | -56.9% |
| 1Y | -51.0% | +22.3% | -73.3% | -53.2% |
| 3Y | +681.7% | +130.3% | +551.4% | +501.4% |
| 5Y | +182.4% | +144.5% | +37.9% | +109.4% |
| All | +244.8% | +544.4% | -299.6% | +148.7% |
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