+684.4%
WMB vs ATI
+1,117.2%
-432.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | +0.6% | -0.1% | +0.6% | +0.5% |
| 30D | +3.3% | +2.7% | +0.6% | +2.0% |
| 3M | +3.1% | +16.3% | -13.2% | -3.0% |
| 6M | -0.7% | +30.2% | -30.9% | -11.3% |
| YTD | +25.2% | +83.6% | -58.4% | -0.9% |
| 1Y | +32.9% | +173.0% | -140.1% | -9.4% |
| 3Y | +140.6% | +356.6% | -216.1% | +28.0% |
| 5Y | +273.5% | +1,074.2% | -800.7% | +33.7% |
| 10Y | +334.2% | +1,136.2% | -802.0% | +18.4% |
| All | +684.4% | +1,117.2% | -432.8% | +26.8% |
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