+537.8%
ASTS vs WST
+138.9%
+398.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +7.3% | +0.7% | +6.6% | +7.2% |
| 30D | -8.9% | -3.1% | -5.7% | -8.3% |
| 3M | -41.9% | +7.2% | -49.1% | -42.7% |
| 6M | -40.6% | +36.8% | -77.4% | -44.3% |
| YTD | -14.2% | +23.8% | -38.1% | -18.2% |
| 1Y | +48.9% | +37.8% | +11.1% | +38.6% |
| 3Y | +1,461.7% | -15.9% | +1,477.5% | +1,439.7% |
| 5Y | +404.1% | -25.8% | +429.9% | +361.2% |
| All | +537.8% | +138.9% | +398.9% | +457.9% |
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