+645.6%
WDC vs ASTS
+233.7%
+412.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.5% | +0.5% | -4.3% |
| 7D | +12.1% | +0.8% | +11.2% | +12.0% |
| 30D | -18.8% | -22.6% | +3.8% | -16.0% |
| 3M | -39.3% | -54.4% | +15.1% | -33.7% |
| 6M | -40.1% | -56.4% | +16.3% | -34.9% |
| YTD | +71.8% | -55.1% | +126.9% | +84.2% |
| 1Y | +88.5% | -46.9% | +135.4% | +97.9% |
| 3Y | +770.0% | +715.0% | +55.0% | +544.1% |
| 5Y | +549.0% | +153.7% | +395.3% | +400.4% |
| All | +645.6% | +233.7% | +412.0% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling