+958.6%
ATI vs WAT
+36.4%
+922.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +1.3% | +3.4% | -2.1% | +0.3% |
| 30D | -4.8% | +9.6% | -14.4% | -7.7% |
| 3M | -19.9% | +15.5% | -35.4% | -24.0% |
| 6M | +15.4% | +33.9% | -18.5% | +3.6% |
| YTD | +59.2% | +25.2% | +34.0% | +44.7% |
| 1Y | +86.3% | +26.3% | +60.0% | +68.7% |
| 3Y | +318.2% | +85.8% | +232.4% | +212.3% |
| 5Y | +958.6% | +35.3% | +923.3% | +738.8% |
| All | +958.6% | +36.4% | +922.2% | +738.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling