+4.2%
WBD vs ATI
+1,086.3%
-1,082.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | +3.9% | -9.5% | +13.4% | +6.9% |
| 3M | +5.1% | +10.4% | -5.3% | +1.1% |
| 6M | +0.6% | +31.8% | -31.2% | -9.4% |
| YTD | -3.2% | +80.0% | -83.1% | -21.8% |
| 1Y | +127.7% | +175.8% | -48.2% | +58.0% |
| 3Y | +146.6% | +364.2% | -217.7% | +32.1% |
| 5Y | +4.2% | +1,076.9% | -1,072.7% | -61.8% |
| All | +4.2% | +1,086.3% | -1,082.1% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling