+970.1%
ATI vs WST
+449.7%
+520.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +13.0% | +4.9% | +8.1% | +11.9% |
| 30D | +0.2% | +10.7% | -10.5% | -1.8% |
| 3M | -17.5% | +16.8% | -34.3% | -20.1% |
| 6M | +18.1% | +32.0% | -13.9% | +11.3% |
| YTD | +65.7% | +49.9% | +15.8% | +51.3% |
| 1Y | +91.9% | +50.6% | +41.3% | +75.0% |
| 3Y | +335.2% | +21.4% | +313.8% | +289.2% |
| 5Y | +1,004.3% | -0.6% | +1,004.9% | +913.1% |
| All | +970.1% | +449.7% | +520.4% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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