+690.2%
WDC vs ASTS
+274.8%
+415.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.7% | -0.4% | +7.3% |
| 7D | -3.2% | +2.8% | -6.1% | -3.4% |
| 30D | -19.0% | -28.8% | +9.8% | -15.6% |
| 3M | -28.4% | -48.9% | +20.4% | -23.0% |
| 6M | -39.2% | -55.6% | +16.4% | -34.2% |
| YTD | +82.1% | -49.6% | +131.6% | +92.4% |
| 1Y | +84.7% | -46.1% | +130.7% | +92.8% |
| 3Y | +825.6% | +749.7% | +76.0% | +581.4% |
| 5Y | +608.2% | +193.2% | +415.0% | +437.1% |
| All | +690.2% | +274.8% | +415.3% | +393.9% |
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