+330.8%
WM vs ATI
+1,002.4%
-671.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +1.2% | +13.0% | -11.8% | +0.1% |
| 30D | +15.2% | +0.2% | +15.1% | +15.0% |
| 3M | +8.3% | -17.5% | +25.8% | +9.8% |
| 6M | +13.1% | +18.1% | -5.0% | +10.7% |
| YTD | +12.5% | +65.7% | -53.2% | +6.1% |
| 1Y | +21.8% | +91.9% | -70.1% | +13.1% |
| 3Y | +48.8% | +335.2% | -286.5% | +23.3% |
| 5Y | +62.1% | +1,004.3% | -942.2% | +17.3% |
| All | +330.8% | +1,002.4% | -671.6% | +184.4% |
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 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