+124.9%
WBD vs ATI
+163.6%
-38.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | +4.2% | -13.5% | +17.7% | +5.9% |
| 3M | +7.5% | +8.5% | -1.0% | +6.1% |
| 6M | +1.6% | +25.2% | -23.6% | -1.5% |
| YTD | -2.2% | +73.4% | -75.6% | -9.5% |
| 1Y | +124.9% | +160.5% | -35.6% | +97.3% |
| All | +124.9% | +163.6% | -38.8% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling