+772.0%
WDC vs ASTS
+793.2%
-21.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +14.1% | -4.2% | +8.1% |
| 7D | -14.4% | +1.5% | -16.0% | -14.4% |
| 30D | -27.1% | -27.6% | +0.6% | -24.3% |
| 3M | -33.3% | -48.7% | +15.5% | -28.4% |
| 6M | -39.6% | -50.8% | +11.3% | -35.5% |
| YTD | +68.4% | -49.2% | +117.6% | +78.2% |
| 1Y | +78.2% | -46.7% | +124.8% | +87.1% |
| 3Y | +772.0% | +793.2% | -21.2% | +733.1% |
| All | +772.0% | +793.2% | -21.2% | +733.1% |
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