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

ASTS vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,505.9%
WM return
+46.1%
Excess return
+1,459.8%
Maximum drawdown
-68.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+0.3%-1.2%+1.5%-0.3%
7D+7.3%-0.3%+7.6%+7.2%
30D-8.9%-2.4%-6.5%-9.8%
3M-41.9%+0.4%-42.3%-41.8%
6M-40.6%-9.5%-31.1%-40.9%
YTD-14.2%+0.5%-14.7%-13.2%
1Y+48.9%-1.1%+49.9%+50.4%
All+1,505.9%+46.1%+1,459.8%+1,687.5%

Cumulative growth

Daily Returns

Daily percentage return beside WM.

Daily Out/Under-Performance

Portfolio return minus WM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…

3y analysis · Full analysis span regression · 6 months rolling