+1,141.3%
ATI vs WAT
+1,549.9%
-408.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.4% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | +2.7% | +2.3% | +0.4% | +1.6% |
| 3M | +16.3% | +8.7% | +7.6% | +12.0% |
| 6M | +30.2% | +28.3% | +1.9% | +16.1% |
| YTD | +83.6% | +7.8% | +75.8% | +74.4% |
| 1Y | +173.0% | +36.6% | +136.4% | +133.6% |
| 3Y | +356.6% | +45.7% | +311.0% | +265.3% |
| 5Y | +1,074.2% | -3.3% | +1,077.5% | +992.4% |
| 10Y | +1,136.2% | +162.1% | +974.1% | +664.0% |
| All | +1,141.3% | +1,549.9% | -408.6% | +382.7% |
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