+336.4%
WM vs ATI
+1,108.2%
-771.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.4% |
| 7D | +1.2% | +6.2% | -5.0% | +0.6% |
| 30D | +13.1% | -7.1% | +20.2% | +13.6% |
| 3M | +3.6% | -21.3% | +24.9% | +5.5% |
| 6M | +8.1% | +6.5% | +1.6% | +6.7% |
| YTD | +8.9% | +53.2% | -44.3% | +3.3% |
| 1Y | +20.3% | +82.7% | -62.4% | +12.1% |
| 3Y | +46.2% | +314.3% | -268.1% | +21.5% |
| 5Y | +59.9% | +890.9% | -831.0% | +16.9% |
| All | +336.4% | +1,108.2% | -771.8% | +190.7% |
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