+1,078.6%
WDC vs ASTS
+537.8%
+540.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.8% |
| 7D | +1.7% | +7.3% | -5.6% | +0.8% |
| 30D | -10.0% | -8.9% | -1.1% | -9.2% |
| 3M | -18.8% | -41.9% | +23.2% | -14.4% |
| 6M | +79.0% | -40.6% | +119.6% | +85.9% |
| YTD | +171.6% | -14.2% | +185.8% | +170.4% |
| 1Y | +417.4% | +48.9% | +368.5% | +383.5% |
| 3Y | +1,251.8% | +1,461.7% | -209.9% | +822.5% |
| 5Y | +911.7% | +404.1% | +507.6% | +621.4% |
| All | +1,078.6% | +537.8% | +540.8% | +594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling