+116.4%
WFC vs ASTS
+688.5%
-572.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.2% |
| 7D | +0.6% | -21.1% | +21.7% | +1.3% |
| 30D | +4.6% | -46.7% | +51.3% | +6.4% |
| 3M | -3.6% | -52.0% | +48.4% | -1.8% |
| 6M | +5.6% | -54.3% | +59.8% | +6.9% |
| YTD | -8.5% | -55.5% | +47.0% | -7.5% |
| 1Y | -0.3% | -50.5% | +50.2% | +0.2% |
| 3Y | +116.4% | +706.2% | -589.8% | +119.0% |
| All | +116.4% | +688.5% | -572.1% | +119.0% |
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