+90.7%
WFC vs ASTS
+148.1%
-57.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.6% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +7.0% | -22.6% | +29.6% | +8.1% |
| 3M | -1.8% | -54.4% | +52.7% | +1.7% |
| 6M | +18.4% | -56.4% | +74.8% | +21.6% |
| YTD | -5.6% | -55.1% | +49.5% | -4.3% |
| 1Y | +3.9% | -46.9% | +50.8% | +3.9% |
| 3Y | +126.3% | +715.0% | -588.7% | +82.6% |
| All | +90.7% | +148.1% | -57.4% | +50.9% |
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