+12.0%
WBD vs ATI
+1,155.5%
-1,143.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | -0.6% | -2.7% | +2.1% | +0.1% |
| 30D | +4.2% | -13.5% | +17.7% | +8.3% |
| 3M | +7.5% | +8.5% | -1.0% | +4.3% |
| 6M | +1.6% | +25.2% | -23.6% | -6.1% |
| YTD | -2.2% | +73.4% | -75.6% | -17.9% |
| 1Y | +124.9% | +160.5% | -35.6% | +66.8% |
| 3Y | +149.1% | +347.3% | -198.2% | +51.4% |
| 5Y | +7.8% | +1,049.0% | -1,041.1% | -50.8% |
| All | +12.0% | +1,155.5% | -1,143.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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