+1,020.5%
ATI vs WAT
+1,762.8%
-742.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.2% |
| 7D | +13.0% | +2.0% | +10.9% | +12.1% |
| 30D | +0.2% | +7.7% | -7.5% | -2.9% |
| 3M | -17.5% | +11.1% | -28.5% | -21.3% |
| 6M | +18.1% | +31.2% | -13.1% | +4.6% |
| YTD | +65.7% | +21.7% | +44.0% | +49.3% |
| 1Y | +91.9% | +19.3% | +72.6% | +74.3% |
| 3Y | +335.2% | +80.6% | +254.6% | +218.2% |
| 5Y | +1,004.3% | +29.5% | +974.8% | +808.6% |
| 10Y | +1,019.2% | +225.3% | +794.0% | +528.6% |
| All | +1,020.5% | +1,762.8% | -742.3% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling