-21.8%
PATH vs BBWI
-25.6%
+3.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -2.3% |
| 7D | -5.6% | -3.1% | -2.5% | -4.9% |
| 30D | -0.7% | +23.1% | -23.8% | -5.5% |
| 3M | -5.9% | +7.3% | -13.2% | -8.2% |
| 6M | +21.6% | +22.6% | -1.0% | +13.4% |
| YTD | -20.6% | +13.3% | -33.9% | -25.7% |
| 1Y | -10.6% | -2.6% | -8.0% | -13.3% |
| All | -21.8% | -25.6% | +3.9% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling