-50.5%
ASTS vs WST
+42.2%
-92.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +6.7% |
| 7D | -21.1% | -3.1% | -18.0% | -20.6% |
| 30D | -46.7% | +9.1% | -55.8% | -47.0% |
| 3M | -52.0% | +14.7% | -66.7% | -52.5% |
| 6M | -54.3% | +28.0% | -82.3% | -54.5% |
| YTD | -55.5% | +45.6% | -101.1% | -55.8% |
| 1Y | -50.5% | +45.7% | -96.1% | -50.8% |
| All | -50.5% | +42.2% | -92.7% | -50.8% |
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