+1,289.7%
WDC vs ATI
+1,203.1%
+86.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +7.5% | +2.4% | +5.1% | +6.6% |
| 30D | +10.1% | -9.5% | +19.5% | +14.1% |
| 3M | -6.8% | +10.4% | -17.2% | -10.1% |
| 6M | +84.1% | +31.8% | +52.3% | +67.0% |
| YTD | +180.3% | +80.0% | +100.3% | +129.0% |
| 1Y | +411.1% | +175.8% | +235.3% | +260.3% |
| 3Y | +1,375.0% | +364.2% | +1,010.8% | +730.0% |
| 5Y | +991.6% | +1,076.9% | -85.3% | +332.3% |
| All | +1,289.7% | +1,203.1% | +86.6% | +422.7% |
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