+92.7%
WFC vs ASTS
+171.7%
-78.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.7% | +9.0% | +0.8% |
| 7D | +0.9% | -9.3% | +10.2% | +1.2% |
| 30D | +3.3% | -33.9% | +37.1% | +5.2% |
| 3M | -1.4% | -51.0% | +49.6% | +1.7% |
| 6M | +14.7% | -55.1% | +69.8% | +17.5% |
| YTD | -5.9% | -53.6% | +47.7% | -4.7% |
| 1Y | +1.8% | -51.0% | +52.8% | +2.3% |
| 3Y | +124.9% | +681.7% | -556.8% | +82.7% |
| 5Y | +92.7% | +182.4% | -89.6% | +53.6% |
| All | +92.7% | +171.7% | -78.9% | +53.6% |
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