+113.2%
WDC vs ATI
+86.4%
+26.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.3% |
| 7D | -18.3% | +8.3% | -26.7% | -23.5% |
| 30D | -26.7% | -7.3% | -19.4% | -22.6% |
| 3M | -40.9% | -10.5% | -30.4% | -37.7% |
| 6M | -26.8% | +16.4% | -43.1% | -38.5% |
| YTD | +88.2% | +56.1% | +32.1% | -0.5% |
| 1Y | +113.2% | +86.5% | +26.7% | -13.8% |
| All | +113.2% | +86.4% | +26.8% | -13.8% |
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 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