+996.8%
ATI vs WST
+446.4%
+550.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.3% | +1.4% | 0.0% | +1.1% |
| 30D | -4.8% | +12.7% | -17.5% | -7.0% |
| 3M | -19.9% | +17.2% | -37.1% | -22.5% |
| 6M | +15.4% | +26.7% | -11.3% | +9.6% |
| YTD | +59.2% | +50.3% | +8.9% | +45.3% |
| 1Y | +86.3% | +50.2% | +36.0% | +69.9% |
| 3Y | +318.2% | +21.7% | +296.5% | +273.9% |
| 5Y | +958.6% | +2.0% | +956.6% | +863.0% |
| 10Y | +996.8% | +451.1% | +545.7% | +375.8% |
| All | +996.8% | +446.4% | +550.4% | +375.8% |
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