+1,141.3%
ATI vs WWD
+10,528.6%
-9,387.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.3% |
| 7D | -0.1% | +1.3% | -1.3% | -0.9% |
| 30D | +2.7% | -7.2% | +9.9% | +7.6% |
| 3M | +16.3% | -3.8% | +20.2% | +18.4% |
| 6M | +30.2% | -9.9% | +40.1% | +38.7% |
| YTD | +83.6% | +14.8% | +68.7% | +65.7% |
| 1Y | +173.0% | +42.1% | +130.9% | +112.8% |
| 3Y | +356.6% | +170.8% | +185.8% | +131.8% |
| 5Y | +1,074.2% | +197.5% | +876.7% | +448.4% |
| 10Y | +1,136.2% | +477.8% | +658.4% | +294.0% |
| All | +1,141.3% | +10,528.6% | -9,387.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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