+690.2%
WFC vs ATI
+955.8%
-265.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.9% | +1.3% | -0.5% | +0.4% |
| 30D | +3.3% | -4.8% | +8.0% | +4.1% |
| 3M | -1.4% | -19.9% | +18.5% | +4.2% |
| 6M | +14.7% | +15.4% | -0.7% | +8.2% |
| YTD | -5.9% | +59.2% | -65.1% | -19.8% |
| 1Y | +1.8% | +86.3% | -84.4% | -17.1% |
| 3Y | +124.9% | +318.2% | -193.3% | +38.8% |
| 5Y | +92.7% | +958.6% | -865.9% | -12.4% |
| 10Y | +118.2% | +996.8% | -878.5% | -15.2% |
| All | +690.2% | +955.8% | -265.6% | +146.4% |
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