+93.8%
WFC vs ASTS
+230.9%
-137.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.7% |
| 7D | +1.2% | -21.1% | +22.3% | +2.2% |
| 30D | +5.2% | -46.7% | +51.9% | +8.0% |
| 3M | -3.0% | -52.0% | +49.0% | -0.2% |
| 6M | +6.2% | -54.3% | +60.5% | +8.4% |
| YTD | -7.9% | -55.5% | +47.6% | -6.6% |
| 1Y | +0.3% | -50.5% | +50.8% | +0.8% |
| 3Y | +117.7% | +706.2% | -588.5% | +82.9% |
| 5Y | +88.4% | +165.2% | -76.9% | +59.1% |
| All | +93.8% | +230.9% | -137.1% | +44.8% |
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