+326.4%
WM vs ATI
+1,024.4%
-698.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.2% | +1.3% | -0.2% | +1.0% |
| 30D | +13.7% | -4.8% | +18.4% | +13.9% |
| 3M | +5.2% | -19.9% | +25.1% | +6.9% |
| 6M | +11.2% | +15.4% | -4.2% | +8.9% |
| YTD | +9.4% | +59.2% | -49.8% | +3.5% |
| 1Y | +20.4% | +86.3% | -65.9% | +12.0% |
| 3Y | +44.7% | +318.2% | -273.5% | +20.3% |
| 5Y | +58.5% | +958.6% | -900.2% | +15.1% |
| 10Y | +326.4% | +996.8% | -670.4% | +183.3% |
| All | +326.4% | +1,024.4% | -698.1% | +183.3% |
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