+822.0%
WDC vs ATI
+328.8%
+493.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.1% |
| 7D | -3.2% | +4.7% | -8.0% | -4.8% |
| 30D | -19.0% | -0.2% | -18.8% | -18.8% |
| 3M | -28.4% | -18.5% | -9.9% | -21.4% |
| 6M | -39.2% | +16.4% | -55.6% | -43.2% |
| YTD | +82.1% | +63.4% | +18.7% | +49.7% |
| 1Y | +84.7% | +91.5% | -6.9% | +44.2% |
| All | +822.0% | +328.8% | +493.1% | +423.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling