+582.8%
WMB vs ATI
+915.7%
-332.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.8% |
| 7D | -13.8% | +6.2% | -20.0% | -15.7% |
| 30D | -10.3% | -7.1% | -3.2% | -8.6% |
| 3M | -10.1% | -21.3% | +11.3% | -3.5% |
| 6M | -11.8% | +6.5% | -18.3% | -15.6% |
| YTD | +8.9% | +53.2% | -44.2% | -9.1% |
| 1Y | +14.0% | +82.7% | -68.7% | -10.7% |
| 3Y | +100.5% | +314.3% | -213.8% | +9.6% |
| 5Y | +179.5% | +890.9% | -711.4% | +5.8% |
| 10Y | +272.7% | +1,142.3% | -869.6% | +0.7% |
| All | +582.8% | +915.7% | -332.9% | +16.4% |
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