+174.0%
ASTS vs WST
-0.1%
+174.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +6.6% |
| 7D | -21.1% | -3.1% | -18.0% | -20.3% |
| 30D | -46.7% | +9.1% | -55.8% | -47.7% |
| 3M | -52.0% | +14.7% | -66.7% | -53.5% |
| 6M | -54.3% | +28.0% | -82.3% | -56.8% |
| YTD | -55.5% | +45.6% | -101.1% | -59.6% |
| 1Y | -50.5% | +45.7% | -96.1% | -55.1% |
| 3Y | +706.2% | +21.1% | +685.2% | +583.1% |
| All | +174.0% | -0.1% | +174.1% | +157.3% |
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