+328.7%
WM vs ATI
+1,119.3%
-790.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | -0.3% |
| 7D | -0.5% | +6.0% | -6.5% | -1.0% |
| 30D | +13.3% | -3.6% | +16.9% | +13.4% |
| 3M | +4.4% | -18.9% | +23.2% | +6.0% |
| 6M | +10.8% | +16.7% | -5.9% | +8.5% |
| YTD | +9.1% | +61.1% | -52.0% | +3.0% |
| 1Y | +19.1% | +89.3% | -70.2% | +10.7% |
| 3Y | +45.7% | +333.3% | -287.6% | +20.6% |
| 5Y | +60.4% | +954.5% | -894.0% | +16.6% |
| 10Y | +328.7% | +1,067.0% | -738.3% | +184.7% |
| All | +328.7% | +1,119.3% | -790.6% | +184.7% |
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 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