+117.9%
WFC vs ATI
+1,017.6%
-899.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | -1.3% | +4.7% | -6.0% | -2.7% |
| 30D | +3.6% | -0.2% | +3.8% | +3.1% |
| 3M | -1.3% | -18.5% | +17.2% | +4.1% |
| 6M | +18.0% | +16.4% | +1.6% | +10.6% |
| YTD | -5.9% | +63.4% | -69.3% | -21.4% |
| 1Y | +1.8% | +91.5% | -89.7% | -19.1% |
| 3Y | +125.0% | +329.2% | -204.2% | +31.7% |
| 5Y | +92.0% | +966.7% | -874.8% | -19.6% |
| 10Y | +117.9% | +1,003.8% | -885.9% | -21.3% |
| All | +117.9% | +1,017.6% | -899.7% | -21.3% |
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 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