+209.1%
ASTS vs WST
+175.8%
+33.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -14.4% |
| 7D | -29.9% | -5.8% | -24.1% | -28.9% |
| 30D | -52.2% | +5.3% | -57.5% | -52.6% |
| 3M | -55.8% | +11.8% | -67.6% | -56.7% |
| 6M | -52.7% | +26.7% | -79.4% | -54.8% |
| YTD | -58.4% | +43.0% | -101.4% | -61.4% |
| 1Y | -57.1% | +38.9% | -95.9% | -59.9% |
| 3Y | +629.5% | +18.2% | +611.3% | +552.7% |
| 5Y | +147.7% | -1.5% | +149.3% | +120.1% |
| All | +209.1% | +175.8% | +33.3% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling