+244.8%
ASTS vs WST
+189.9%
+54.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.5% | -8.6% |
| 7D | -9.3% | +1.4% | -10.7% | -9.4% |
| 30D | -33.9% | +12.7% | -46.6% | -35.3% |
| 3M | -51.0% | +17.2% | -68.2% | -52.4% |
| 6M | -55.1% | +26.7% | -81.8% | -57.0% |
| YTD | -53.6% | +50.3% | -103.9% | -57.4% |
| 1Y | -51.0% | +50.2% | -101.2% | -54.9% |
| 3Y | +681.7% | +21.7% | +660.0% | +598.3% |
| 5Y | +182.4% | +2.0% | +180.4% | +148.6% |
| All | +244.8% | +189.9% | +54.9% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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