+930.3%
ATI vs WAT
+222.4%
+707.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | -2.5% | +5.4% | -7.9% | -5.0% |
| 3M | -19.4% | +11.3% | -30.7% | -23.8% |
| 6M | +11.1% | +37.4% | -26.3% | -5.5% |
| YTD | +59.5% | +21.2% | +38.4% | +41.6% |
| 1Y | +85.8% | +21.3% | +64.4% | +64.7% |
| 3Y | +311.9% | +83.4% | +228.5% | +172.1% |
| 5Y | +963.2% | +29.0% | +934.3% | +732.9% |
| All | +930.3% | +222.4% | +707.9% | +471.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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