+992.6%
WDC vs ATI
+1,101.9%
-109.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | +6.0% | +3.2% | +2.8% | +4.6% |
| 30D | +9.9% | -9.0% | +18.9% | +14.3% |
| 3M | -9.4% | +15.1% | -24.5% | -14.6% |
| 6M | +94.7% | +38.1% | +56.6% | +71.2% |
| YTD | +177.4% | +80.7% | +96.7% | +121.7% |
| 1Y | +412.6% | +167.5% | +245.1% | +256.7% |
| 3Y | +1,359.8% | +366.0% | +993.8% | +683.0% |
| 5Y | +992.6% | +1,088.8% | -96.2% | +306.3% |
| All | +992.6% | +1,101.9% | -109.3% | +306.3% |
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