+2,587.5%
WM vs ATI
+872.7%
+1,714.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.9% |
| 7D | +4.5% | -3.8% | +8.3% | +4.9% |
| 30D | +16.1% | -13.5% | +29.6% | +17.9% |
| 3M | +8.0% | -17.9% | +26.0% | +10.2% |
| 6M | +8.4% | +8.4% | +0.1% | +6.2% |
| YTD | +11.2% | +46.7% | -35.5% | +4.1% |
| 1Y | +22.3% | +74.5% | -52.1% | +11.9% |
| 3Y | +50.2% | +303.7% | -253.4% | +18.9% |
| 5Y | +63.3% | +848.9% | -785.6% | +11.8% |
| 10Y | +355.0% | +1,089.7% | -734.7% | +170.7% |
| All | +2,587.5% | +872.7% | +1,714.8% | +1,159.7% |
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 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