-46.5%
ASTS vs WST
+49.0%
-95.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | +14.2% | +4.9% | +9.4% | +13.1% |
| 30D | -26.7% | +10.7% | -37.4% | -27.5% |
| 3M | -53.6% | +16.8% | -70.4% | -54.4% |
| 6M | -52.7% | +32.0% | -84.7% | -53.4% |
| YTD | -52.5% | +49.9% | -102.4% | -53.1% |
| 1Y | -46.5% | +50.6% | -97.1% | -47.1% |
| All | -46.5% | +49.0% | -95.5% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling