-81.2%
PATH vs BBWI
-52.5%
-28.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | -5.3% | -6.2% | +0.9% | -3.3% |
| 30D | -0.5% | +19.9% | -20.5% | -7.0% |
| 3M | -7.1% | +7.1% | -14.3% | -10.9% |
| 6M | +23.8% | +13.7% | +10.1% | +14.4% |
| YTD | -20.7% | +9.6% | -30.3% | -27.6% |
| 1Y | -8.1% | -1.6% | -6.4% | -13.9% |
| 3Y | -21.8% | -25.9% | +4.0% | -26.2% |
| 5Y | -76.8% | -67.8% | -9.0% | -70.7% |
| All | -81.2% | -52.5% | -28.7% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling