+1,092.5%
ATI vs WCN
+26.9%
+1,065.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +2.4% | -1.7% | +4.1% | +2.9% |
| 30D | -9.5% | -3.0% | -6.5% | -8.8% |
| 3M | +10.4% | +2.5% | +7.8% | +8.7% |
| 6M | +31.8% | -5.7% | +37.5% | +33.4% |
| YTD | +80.0% | -7.4% | +87.4% | +82.9% |
| 1Y | +175.8% | -8.6% | +184.4% | +181.0% |
| 3Y | +364.2% | +19.4% | +344.9% | +309.8% |
| All | +1,092.5% | +26.9% | +1,065.6% | +884.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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