+1,141.3%
ATI vs WST
+5,305.0%
-4,163.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +2.7% | -3.1% | +5.8% | +4.0% |
| 3M | +16.3% | +7.2% | +9.1% | +12.3% |
| 6M | +30.2% | +36.8% | -6.6% | +12.2% |
| YTD | +83.6% | +23.8% | +59.7% | +64.2% |
| 1Y | +173.0% | +37.8% | +135.2% | +131.7% |
| 3Y | +356.6% | -15.9% | +372.5% | +322.7% |
| 5Y | +1,074.2% | -25.8% | +1,100.0% | +985.9% |
| 10Y | +1,136.2% | +319.6% | +816.6% | +264.6% |
| All | +1,141.3% | +5,305.0% | -4,163.7% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling