+60.4%
WM vs ATI
+958.1%
-897.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.0% | +0.1% |
| 7D | -0.5% | +6.0% | -6.5% | -0.5% |
| 30D | +13.3% | -3.6% | +16.9% | +13.3% |
| 3M | +4.4% | -18.9% | +23.2% | +4.7% |
| 6M | +10.8% | +16.7% | -5.9% | +10.1% |
| YTD | +9.1% | +61.1% | -52.0% | +7.0% |
| 1Y | +19.1% | +89.3% | -70.2% | +16.1% |
| 3Y | +45.7% | +333.3% | -287.6% | +32.7% |
| 5Y | +60.4% | +954.5% | -894.0% | +40.3% |
| All | +60.4% | +958.1% | -897.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling