+244.8%
ASTS vs WCN
+116.5%
+128.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.7% |
| 7D | -9.3% | +2.6% | -11.9% | -9.4% |
| 30D | -33.9% | +25.3% | -59.2% | -35.1% |
| 3M | -51.0% | +15.2% | -66.2% | -51.6% |
| 6M | -55.1% | +26.4% | -81.5% | -56.5% |
| YTD | -53.6% | +9.9% | -63.5% | -53.8% |
| 1Y | -51.0% | +16.2% | -67.1% | -51.6% |
| 3Y | +681.7% | +49.4% | +632.3% | +631.2% |
| 5Y | +182.4% | +46.2% | +136.2% | +160.4% |
| All | +244.8% | +116.5% | +128.3% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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