+608.2%
WDC vs ASTS
+202.1%
+406.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.7% | -0.4% | +7.2% |
| 7D | -3.2% | +2.8% | -6.1% | -3.4% |
| 30D | -19.0% | -28.8% | +9.8% | -15.4% |
| 3M | -28.4% | -48.9% | +20.4% | -22.6% |
| 6M | -39.2% | -55.6% | +16.4% | -33.9% |
| YTD | +82.1% | -49.6% | +131.6% | +93.1% |
| 1Y | +84.7% | -46.1% | +130.7% | +93.4% |
| 3Y | +825.6% | +749.7% | +76.0% | +570.8% |
| 5Y | +608.2% | +193.2% | +415.0% | +424.1% |
| All | +608.2% | +202.1% | +406.0% | +424.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling