+18,381.1%
WDC vs ATI
+1,117.2%
+17,263.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.9% | +4.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -10.0% | +2.7% | -12.7% | -11.3% |
| 3M | -18.8% | +16.3% | -35.1% | -22.8% |
| 6M | +79.0% | +30.2% | +48.9% | +64.0% |
| YTD | +171.6% | +83.6% | +88.0% | +122.2% |
| 1Y | +417.4% | +173.0% | +244.4% | +269.3% |
| 3Y | +1,251.8% | +356.6% | +895.1% | +678.0% |
| 5Y | +911.7% | +1,074.2% | -162.5% | +309.6% |
| 10Y | +1,399.6% | +1,136.2% | +263.4% | +403.0% |
| All | +18,381.1% | +1,117.2% | +17,263.9% | +4,510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling