+8.4%
WM vs ATI
+7.4%
+1.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +0.2% |
| 7D | +4.5% | -3.8% | +8.3% | +3.8% |
| 30D | +16.1% | -13.5% | +29.6% | +13.0% |
| 3M | +8.0% | -17.9% | +26.0% | +4.5% |
| 6M | +8.4% | +8.4% | +0.1% | +11.7% |
| All | +8.4% | +7.4% | +1.0% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling