+1,141.3%
ATI vs WSM
+2,505.2%
-1,363.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.2% |
| 7D | -0.1% | -3.3% | +3.2% | +1.2% |
| 30D | +2.7% | -8.4% | +11.1% | +6.1% |
| 3M | +16.3% | +9.7% | +6.7% | +12.0% |
| 6M | +30.2% | +16.7% | +13.5% | +22.7% |
| YTD | +83.6% | +28.7% | +54.9% | +66.1% |
| 1Y | +173.0% | +13.7% | +159.3% | +158.2% |
| 3Y | +356.6% | +230.1% | +126.6% | +169.8% |
| 5Y | +1,074.2% | +179.0% | +895.2% | +591.7% |
| 10Y | +1,136.2% | +1,002.5% | +133.7% | +286.4% |
| All | +1,141.3% | +2,505.2% | -1,363.9% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling