+126.7%
WFC vs ATI
+1,101.9%
-975.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.8% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +0.8% | -9.0% | +9.8% | +3.3% |
| 3M | +9.3% | +15.1% | -5.8% | +4.5% |
| 6M | +10.6% | +38.1% | -27.5% | -0.1% |
| YTD | -4.1% | +80.7% | -84.7% | -19.9% |
| 1Y | +13.6% | +167.5% | -153.9% | -15.7% |
| 3Y | +130.7% | +366.0% | -235.3% | +39.4% |
| 5Y | +126.7% | +1,088.8% | -962.0% | +4.7% |
| All | +126.7% | +1,101.9% | -975.1% | +4.7% |
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 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