+695.1%
WDC vs ATI
+1,017.6%
-322.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.3% |
| 7D | -3.2% | +4.7% | -8.0% | -4.5% |
| 30D | -19.0% | -0.2% | -18.8% | -18.8% |
| 3M | -28.4% | -18.5% | -9.9% | -22.7% |
| 6M | -39.2% | +16.4% | -55.6% | -42.4% |
| YTD | +82.1% | +63.4% | +18.7% | +53.4% |
| 1Y | +84.7% | +91.5% | -6.9% | +47.5% |
| 3Y | +825.6% | +329.2% | +496.4% | +429.5% |
| 5Y | +608.2% | +966.7% | -358.6% | +182.1% |
| 10Y | +695.1% | +1,003.8% | -308.7% | +191.0% |
| All | +695.1% | +1,017.6% | -322.5% | +191.0% |
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