+431.2%
ASTS vs WST
-25.7%
+456.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +7.3% | +0.7% | +6.6% | +7.2% |
| 30D | -8.9% | -3.1% | -5.7% | -8.1% |
| 3M | -41.9% | +7.2% | -49.1% | -42.8% |
| 6M | -40.6% | +36.8% | -77.4% | -45.1% |
| YTD | -14.2% | +23.8% | -38.1% | -19.2% |
| 1Y | +48.9% | +37.8% | +11.1% | +36.2% |
| 3Y | +1,461.7% | -15.9% | +1,477.5% | +1,453.3% |
| All | +431.2% | -25.7% | +456.9% | +422.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling