+118.7%
WFC vs ASTS
+636.6%
-517.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.2% | +12.2% | -2.6% |
| 7D | 0.0% | -29.9% | +29.9% | +1.0% |
| 30D | +4.0% | -52.2% | +56.2% | +6.2% |
| 3M | -4.4% | -55.8% | +51.5% | -2.3% |
| 6M | +7.4% | -52.7% | +60.1% | +8.5% |
| YTD | -7.5% | -58.4% | +50.9% | -6.4% |
| 1Y | -0.3% | -57.1% | +56.7% | +0.5% |
| All | +118.7% | +636.6% | -517.9% | +121.7% |
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