+1,256.8%
WDC vs ASTS
+1,473.5%
-216.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +1.7% | +7.3% | -5.6% | +0.9% |
| 30D | -10.0% | -8.9% | -1.1% | -9.3% |
| 3M | -18.8% | -41.9% | +23.2% | -15.0% |
| 6M | +79.0% | -40.6% | +119.6% | +84.9% |
| YTD | +171.6% | -14.2% | +185.8% | +171.8% |
| 1Y | +417.4% | +48.9% | +368.5% | +395.9% |
| All | +1,256.8% | +1,473.5% | -216.7% | +1,140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling