+1,121.6%
ATI vs WCN
+7,128.8%
-6,007.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | -9.0% | -2.1% | -6.9% | -8.2% |
| 3M | +15.1% | +6.4% | +8.7% | +10.8% |
| 6M | +38.1% | -3.7% | +41.8% | +38.3% |
| YTD | +80.7% | -6.4% | +87.0% | +82.4% |
| 1Y | +167.5% | -7.9% | +175.5% | +171.3% |
| 3Y | +366.0% | +20.8% | +345.2% | +308.4% |
| 5Y | +1,088.8% | +29.0% | +1,059.8% | +901.8% |
| 10Y | +1,055.0% | +236.4% | +818.6% | +535.5% |
| All | +1,121.6% | +7,128.8% | -6,007.1% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling