+2,328.6%
WM vs ATI
+1,117.2%
+1,211.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.6% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -2.4% | +2.7% | -5.1% | -2.8% |
| 3M | +0.4% | +16.3% | -15.9% | -2.0% |
| 6M | -9.5% | +30.2% | -39.7% | -13.4% |
| YTD | +0.5% | +83.6% | -83.1% | -8.2% |
| 1Y | -1.1% | +173.0% | -174.1% | -14.6% |
| 3Y | +46.0% | +356.6% | -310.6% | +14.2% |
| 5Y | +51.8% | +1,074.2% | -1,022.4% | +1.4% |
| 10Y | +307.5% | +1,136.2% | -828.7% | +141.9% |
| All | +2,328.6% | +1,117.2% | +1,211.5% | +1,010.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling