+59.7%
WM vs ATI
+871.8%
-812.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.1% |
| 7D | +1.2% | +6.2% | -5.0% | +1.1% |
| 30D | +13.1% | -7.1% | +20.2% | +13.1% |
| 3M | +3.6% | -21.3% | +24.9% | +3.9% |
| 6M | +8.1% | +6.5% | +1.6% | +7.6% |
| YTD | +8.9% | +53.2% | -44.3% | +6.8% |
| 1Y | +20.3% | +82.7% | -62.4% | +17.2% |
| 3Y | +46.2% | +314.3% | -268.1% | +33.2% |
| All | +59.7% | +871.8% | -812.0% | +40.0% |
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