+1,090.2%
ATI vs WSM
+1,071.8%
+18.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -13.7% | -7.7% | -6.0% | -11.1% |
| 3M | -0.4% | +3.8% | -4.1% | -2.1% |
| 6M | +26.2% | +22.7% | +3.6% | +16.9% |
| YTD | +73.2% | +28.0% | +45.2% | +57.4% |
| 1Y | +161.6% | +12.7% | +148.9% | +148.3% |
| 3Y | +346.2% | +231.3% | +114.9% | +165.8% |
| 5Y | +1,047.6% | +177.2% | +870.4% | +586.8% |
| All | +1,090.2% | +1,071.8% | +18.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling